+5.8%
APD vs FDS
-20.8%
+26.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.2% |
| 7D | -2.5% | -5.4% | +2.9% | -2.5% |
| 30D | -1.9% | +1.6% | -3.5% | -1.9% |
| 3M | +8.2% | +17.7% | -9.5% | +8.3% |
| 6M | +10.7% | +29.1% | -18.3% | +11.4% |
| YTD | +22.9% | +1.0% | +21.9% | +27.3% |
| 1Y | +5.8% | -21.6% | +27.4% | +10.9% |
| All | +5.8% | -20.8% | +26.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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