+27.9%
APD vs FIVE
+31.2%
-3.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.7% |
| 7D | -2.2% | +4.3% | -6.5% | -2.8% |
| 30D | +2.1% | +12.5% | -10.4% | +0.2% |
| 3M | +7.2% | +31.2% | -24.1% | +2.8% |
| 6M | +11.2% | +14.4% | -3.1% | +8.2% |
| YTD | +24.4% | +33.9% | -9.5% | +18.0% |
| 1Y | +6.7% | +65.1% | -58.4% | -2.4% |
| 3Y | +9.2% | +49.0% | -39.7% | -0.6% |
| All | +27.9% | +31.2% | -3.3% | +11.2% |
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