+1,923.7%
APD vs EXEL
+273.2%
+1,650.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | +8.4% | -10.6% | -3.1% |
| 30D | +2.1% | +4.1% | -2.0% | +1.5% |
| 3M | +7.2% | +12.4% | -5.2% | +5.7% |
| 6M | +11.2% | +41.5% | -30.3% | +6.8% |
| YTD | +24.4% | +34.6% | -10.2% | +19.9% |
| 1Y | +6.7% | +57.9% | -51.2% | +0.8% |
| 3Y | +9.2% | +159.5% | -150.3% | -3.4% |
| 5Y | +27.4% | +198.5% | -171.1% | +9.9% |
| 10Y | +164.8% | +411.4% | -246.5% | +103.6% |
| All | +1,923.7% | +273.2% | +1,650.5% | +1,037.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling