+3,479.7%
APD vs IT
+6,105.9%
-2,626.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.1% |
| 7D | -2.2% | -6.0% | +3.8% | -1.2% |
| 30D | +2.1% | 0.0% | +2.1% | +1.9% |
| 3M | +7.2% | +13.1% | -5.9% | +3.6% |
| 6M | +11.2% | +11.7% | -0.4% | +7.0% |
| YTD | +24.4% | -26.1% | +50.5% | +28.0% |
| 1Y | +6.7% | -21.3% | +27.9% | +8.0% |
| 3Y | +9.2% | -46.7% | +56.0% | +17.1% |
| 5Y | +27.4% | -40.5% | +67.9% | +32.5% |
| 10Y | +164.8% | +103.9% | +60.9% | +116.0% |
| All | +3,479.7% | +6,105.9% | -2,626.2% | +1,565.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling