+183.2%
APD vs FIVE
+562.8%
-379.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.2% | +7.3% | -7.6% | -1.5% |
| 30D | +11.0% | +18.1% | -7.0% | +7.6% |
| 3M | +1.3% | +7.7% | -6.4% | -0.4% |
| 6M | +6.4% | +13.6% | -7.3% | +3.0% |
| YTD | +28.9% | +34.6% | -5.7% | +20.3% |
| 1Y | +23.2% | +66.2% | -43.0% | +10.4% |
| 3Y | +26.3% | +43.5% | -17.1% | +11.2% |
| 5Y | +12.0% | +20.7% | -8.6% | -1.0% |
| 10Y | +183.2% | +541.5% | -358.3% | +80.7% |
| All | +183.2% | +562.8% | -379.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling