+2,147.6%
APD vs FDS
+9,502.8%
-7,355.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.8% |
| 30D | +2.1% | +9.0% | -6.9% | -0.3% |
| 3M | +7.2% | +18.9% | -11.7% | +1.5% |
| 6M | +11.2% | +35.1% | -23.9% | +0.6% |
| YTD | +24.4% | +5.5% | +18.9% | +19.4% |
| 1Y | +6.7% | -16.8% | +23.5% | +8.6% |
| 3Y | +9.2% | -28.1% | +37.3% | +15.0% |
| 5Y | +27.4% | -17.4% | +44.8% | +28.3% |
| 10Y | +164.8% | +85.4% | +79.4% | +113.1% |
| All | +2,147.6% | +9,502.8% | -7,355.2% | +930.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling