+183.2%
APD vs EXEL
+363.4%
-180.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | +11.0% | +17.9% | -6.9% | +8.7% |
| 3M | +1.3% | +33.3% | -31.9% | -2.4% |
| 6M | +6.4% | +46.6% | -40.2% | +1.0% |
| YTD | +28.9% | +61.0% | -32.1% | +20.5% |
| 1Y | +23.2% | +70.4% | -47.2% | +14.3% |
| 3Y | +26.3% | +236.1% | -209.8% | +5.4% |
| 5Y | +12.0% | +284.8% | -272.8% | -9.4% |
| 10Y | +183.2% | +348.4% | -165.2% | +117.4% |
| All | +183.2% | +363.4% | -180.3% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling