+465.8%
APD vs FIVE
+868.1%
-402.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.8% |
| 7D | -2.2% | +4.3% | -6.5% | -2.9% |
| 30D | +2.1% | +12.5% | -10.4% | 0.0% |
| 3M | +7.2% | +31.2% | -24.1% | +2.3% |
| 6M | +11.2% | +14.4% | -3.1% | +7.9% |
| YTD | +24.4% | +33.9% | -9.5% | +17.3% |
| 1Y | +6.7% | +65.1% | -58.4% | -3.2% |
| 3Y | +9.2% | +49.0% | -39.7% | -3.3% |
| 5Y | +27.4% | +30.3% | -2.9% | +12.2% |
| 10Y | +164.8% | +481.1% | -316.3% | +79.9% |
| All | +465.8% | +868.1% | -402.3% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling