+24.0%
APD vs FIVE
+63.0%
-38.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.2% | +7.3% | -7.6% | -0.8% |
| 30D | +11.0% | +18.1% | -7.0% | +9.7% |
| 3M | +2.0% | +7.7% | -5.7% | +1.3% |
| 6M | +7.1% | +13.6% | -6.6% | +5.3% |
| YTD | +29.8% | +34.6% | -4.8% | +22.7% |
| 1Y | +24.0% | +66.2% | -42.2% | +13.1% |
| All | +24.0% | +63.0% | -38.9% | +13.1% |
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