+22.6%
APD vs GWRE
+15.1%
+7.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -3.3% | -13.2% | +10.0% | -1.8% |
| 30D | -4.2% | -18.6% | +14.4% | -2.5% |
| 3M | +5.4% | +18.9% | -13.5% | +2.4% |
| 6M | +6.3% | -11.0% | +17.2% | +6.1% |
| YTD | +20.3% | -29.9% | +50.2% | +24.6% |
| 1Y | +1.6% | -44.3% | +45.9% | +9.3% |
| 3Y | +4.0% | +51.7% | -47.7% | -9.8% |
| All | +22.6% | +15.1% | +7.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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