+15.8%
APD vs FDS
-23.2%
+39.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | +2.2% | -2.6% | +4.7% | +2.7% |
| 30D | +9.4% | +14.1% | -4.6% | +6.6% |
| 3M | +4.7% | +19.8% | -15.1% | +0.6% |
| 6M | +5.5% | +55.0% | -49.5% | -5.3% |
| YTD | +31.4% | +15.9% | +15.5% | +28.3% |
| 1Y | +24.1% | +24.2% | -0.1% | +17.9% |
| 3Y | +28.8% | -24.0% | +52.8% | +46.2% |
| 5Y | +15.8% | -23.3% | +39.1% | +25.2% |
| All | +15.8% | -23.2% | +39.0% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling