+1,947.7%
APD vs EXEL
+340.0%
+1,607.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -3.7% | +0.3% | -3.9% | -3.7% |
| 30D | +9.6% | +19.0% | -9.4% | +7.5% |
| 3M | +1.6% | +33.3% | -31.6% | -1.5% |
| 6M | +2.2% | +42.9% | -40.7% | -1.9% |
| YTD | +25.9% | +58.7% | -32.9% | +19.1% |
| 1Y | +20.1% | +70.5% | -50.4% | +12.8% |
| 3Y | +12.4% | +233.8% | -221.4% | -3.2% |
| 5Y | +11.1% | +259.3% | -248.2% | -5.9% |
| 10Y | +190.1% | +484.1% | -294.0% | +121.0% |
| All | +1,947.7% | +340.0% | +1,607.7% | +1,030.0% |
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