+29.1%
APD vs EXEL
+230.5%
-201.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +3.8% | -0.8% | +4.7% | +3.9% |
| 30D | +8.2% | +13.1% | -4.9% | +6.7% |
| 3M | +4.3% | +36.3% | -32.1% | +0.8% |
| 6M | +4.7% | +34.5% | -29.8% | +1.1% |
| YTD | +31.5% | +57.4% | -25.9% | +24.4% |
| 1Y | +23.5% | +62.9% | -39.4% | +16.4% |
| 3Y | +29.1% | +229.5% | -200.4% | +5.7% |
| All | +29.1% | +230.5% | -201.3% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling