+12.8%
APD vs FIVE
+15.3%
-2.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.3% | -2.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | +10.1% | +14.9% | -4.8% | +7.9% |
| 3M | +4.9% | +7.6% | -2.7% | +3.5% |
| 6M | +2.5% | +6.4% | -4.0% | +0.8% |
| YTD | +27.8% | +28.1% | -0.3% | +21.8% |
| 1Y | +32.9% | +54.7% | -21.8% | +22.9% |
| 3Y | +13.4% | +36.1% | -22.7% | +4.9% |
| 5Y | +12.8% | +14.9% | -2.1% | 0.0% |
| All | +12.8% | +15.3% | -2.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling