+27.9%
APD vs FDS
-17.4%
+45.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.2% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | +2.1% | +9.0% | -6.9% | +0.2% |
| 3M | +7.2% | +18.9% | -11.7% | +2.8% |
| 6M | +11.2% | +35.1% | -23.9% | +2.5% |
| YTD | +24.4% | +5.5% | +18.9% | +23.9% |
| 1Y | +6.7% | -16.8% | +23.5% | +15.7% |
| 3Y | +9.2% | -28.1% | +37.3% | +24.0% |
| All | +27.9% | -17.4% | +45.3% | +38.6% |
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