+22.8%
APD vs IT
-17.3%
+40.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | -18.8% | +17.2% | -1.5% |
| 30D | +10.6% | -0.1% | +10.7% | +10.9% |
| 3M | +2.5% | +2.9% | -0.4% | +2.9% |
| 6M | +6.0% | +20.4% | -14.4% | +6.5% |
| YTD | +28.4% | -24.3% | +52.7% | +37.4% |
| All | +22.8% | -17.3% | +40.0% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling