+163.7%
APD vs IT
+89.8%
+73.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | +0.5% |
| 7D | -2.5% | -9.1% | +6.6% | -0.4% |
| 30D | -1.9% | -7.0% | +5.1% | -0.5% |
| 3M | +8.2% | +7.6% | +0.6% | +4.7% |
| 6M | +10.7% | +2.1% | +8.6% | +7.5% |
| YTD | +22.9% | -31.6% | +54.5% | +32.0% |
| 1Y | +5.8% | -29.9% | +35.7% | +12.0% |
| 3Y | +7.8% | -51.3% | +59.0% | +23.4% |
| 5Y | +26.1% | -44.8% | +70.9% | +35.2% |
| 10Y | +163.7% | +91.4% | +72.4% | +86.3% |
| All | +163.7% | +89.8% | +73.9% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling