+187.8%
APD vs EXEL
+445.6%
-257.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.6% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | +10.6% | +19.8% | -9.2% | +8.0% |
| 3M | +2.5% | +32.7% | -30.2% | -1.2% |
| 6M | +6.0% | +49.0% | -43.0% | +0.4% |
| YTD | +28.4% | +63.7% | -35.2% | +19.8% |
| 1Y | +22.2% | +75.8% | -53.6% | +12.8% |
| 3Y | +26.6% | +241.3% | -214.7% | +5.3% |
| 5Y | +11.8% | +289.0% | -277.3% | -9.8% |
| 10Y | +187.8% | +377.6% | -189.9% | +119.2% |
| All | +187.8% | +445.6% | -257.8% | +119.2% |
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