+26.4%
APD vs FND
-61.0%
+87.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -1.9% | -23.6% | +21.7% | +2.6% |
| 3M | +8.2% | +4.3% | +3.9% | +6.5% |
| 6M | +10.7% | -20.3% | +31.0% | +13.8% |
| YTD | +22.9% | -21.3% | +44.2% | +26.1% |
| 1Y | +5.8% | -45.4% | +51.2% | +16.4% |
| 3Y | +7.8% | -48.9% | +56.6% | +16.2% |
| All | +26.4% | -61.0% | +87.4% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling