+2,174.2%
APD vs FDS
+10,327.4%
-8,153.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +9.6% | +20.2% | -10.6% | +4.3% |
| 3M | +1.6% | +19.9% | -18.2% | -3.7% |
| 6M | +2.2% | +56.2% | -54.0% | -11.0% |
| YTD | +25.9% | +14.6% | +11.3% | +17.6% |
| 1Y | +20.1% | +31.6% | -11.5% | +7.8% |
| 3Y | +12.4% | -23.8% | +36.2% | +16.0% |
| 5Y | +11.1% | -22.6% | +33.7% | +13.4% |
| 10Y | +190.1% | +139.3% | +50.8% | +118.2% |
| All | +2,174.2% | +10,327.4% | -8,153.2% | +915.1% |
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