+23.4%
APD vs FIVE
+66.9%
-43.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +11.0% | +17.4% | -6.4% | +9.8% |
| 3M | +2.6% | +7.0% | -4.5% | +1.9% |
| 6M | +4.8% | +20.5% | -15.6% | +2.7% |
| YTD | +31.0% | +33.1% | -2.1% | +23.3% |
| 1Y | +23.4% | +67.1% | -43.7% | +9.8% |
| All | +23.4% | +66.9% | -43.5% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling