+11.5%
APD vs FND
-48.3%
+59.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -2.2% | -5.2% | +3.0% | -1.5% |
| 30D | +2.1% | -19.9% | +22.0% | +5.2% |
| 3M | +7.2% | +2.7% | +4.5% | +6.0% |
| 6M | +11.2% | -21.7% | +32.9% | +14.7% |
| YTD | +24.4% | -17.5% | +41.9% | +26.5% |
| 1Y | +6.7% | -39.3% | +46.0% | +14.6% |
| All | +11.5% | -48.3% | +59.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling