+12.4%
APD vs FDS
-23.2%
+35.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +9.6% | +20.2% | -10.6% | +7.8% |
| 3M | +1.6% | +19.9% | -18.2% | -0.1% |
| 6M | +2.2% | +56.2% | -54.0% | -2.9% |
| YTD | +25.9% | +14.6% | +11.3% | +27.7% |
| 1Y | +20.1% | +31.6% | -11.5% | +17.4% |
| 3Y | +12.4% | -23.8% | +36.2% | +29.9% |
| All | +12.4% | -23.2% | +35.6% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling