+5.6%
APD vs IT
-30.5%
+36.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -4.6% | -9.1% | +4.5% | -4.7% |
| 30D | -4.2% | -12.2% | +8.0% | -4.3% |
| 3M | +5.0% | +7.8% | -2.8% | +5.1% |
| 6M | +8.9% | +2.0% | +7.0% | +9.0% |
| YTD | +21.9% | -32.7% | +54.6% | +24.0% |
| 1Y | +5.6% | -31.1% | +36.7% | +6.8% |
| All | +5.6% | -30.5% | +36.1% | +6.8% |
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