+5.8%
APD vs EXEL
+52.8%
-47.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -1.9% | +6.7% | -8.5% | -2.4% |
| 3M | +8.2% | +11.5% | -3.2% | +7.1% |
| 6M | +10.7% | +38.8% | -28.0% | +7.4% |
| YTD | +22.9% | +31.6% | -8.7% | +19.8% |
| 1Y | +5.8% | +53.0% | -47.2% | -0.3% |
| All | +5.8% | +52.8% | -47.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling