+25.3%
APD vs ITOT
+73.3%
-48.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -4.2% | -1.6% | -2.6% | -3.2% |
| 3M | +5.0% | +3.5% | +1.4% | +2.3% |
| 6M | +8.9% | +13.1% | -4.2% | -0.6% |
| YTD | +21.9% | +12.7% | +9.2% | +11.5% |
| 1Y | +5.6% | +18.3% | -12.7% | -7.0% |
| 3Y | +6.9% | +76.4% | -69.5% | -30.9% |
| 5Y | +25.3% | +73.8% | -48.4% | -20.4% |
| All | +25.3% | +73.3% | -48.0% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling