+169.3%
APD vs ITOT
+300.1%
-130.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -3.5% | -2.0% | -1.4% | -1.8% |
| 30D | -5.1% | -2.0% | -3.1% | -3.5% |
| 3M | +6.9% | +4.5% | +2.3% | +2.7% |
| 6M | +8.1% | +12.6% | -4.6% | -3.0% |
| YTD | +21.2% | +12.0% | +9.3% | +9.2% |
| 1Y | +4.9% | +17.3% | -12.4% | -9.5% |
| 3Y | +6.3% | +75.2% | -68.9% | -36.6% |
| 5Y | +24.3% | +74.0% | -49.8% | -26.2% |
| All | +169.3% | +300.1% | -130.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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