+27.9%
APD vs IT
-40.5%
+68.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.3% |
| 7D | -2.2% | -6.0% | +3.8% | -1.3% |
| 30D | +2.1% | 0.0% | +2.1% | +2.0% |
| 3M | +7.2% | +13.1% | -5.9% | +4.4% |
| 6M | +11.2% | +11.7% | -0.4% | +7.9% |
| YTD | +24.4% | -26.1% | +50.5% | +31.4% |
| 1Y | +6.7% | -21.3% | +27.9% | +10.2% |
| 3Y | +9.2% | -46.7% | +56.0% | +21.5% |
| All | +27.9% | -40.5% | +68.5% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling