+11.8%
APD vs FIVE
+19.1%
-7.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +1.2% |
| 7D | -1.6% | +6.2% | -7.8% | -2.4% |
| 30D | +10.6% | +18.2% | -7.6% | +8.0% |
| 3M | +2.5% | +3.8% | -1.3% | +1.7% |
| 6M | +6.0% | +13.7% | -7.8% | +3.3% |
| YTD | +28.4% | +34.7% | -6.3% | +21.5% |
| 1Y | +22.2% | +66.6% | -44.5% | +11.8% |
| 3Y | +26.6% | +44.3% | -17.7% | +16.1% |
| 5Y | +11.8% | +18.8% | -7.0% | -1.6% |
| All | +11.8% | +19.1% | -7.4% | -1.6% |
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