+427.4%
APD vs GWRE
+793.8%
-366.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | +0.2% |
| 7D | -2.5% | -25.6% | +23.1% | +2.2% |
| 30D | -1.9% | -12.2% | +10.3% | -0.3% |
| 3M | +8.2% | +17.7% | -9.5% | +3.5% |
| 6M | +10.7% | -11.3% | +22.1% | +10.3% |
| YTD | +22.9% | -25.5% | +48.4% | +26.1% |
| 1Y | +5.8% | -42.8% | +48.6% | +14.7% |
| 3Y | +7.8% | +59.0% | -51.2% | -9.6% |
| 5Y | +26.1% | +21.6% | +4.5% | +9.9% |
| 10Y | +163.7% | +139.2% | +24.5% | +93.8% |
| All | +427.4% | +793.8% | -366.4% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling