+1,066.2%
APD vs ITOT
+896.7%
+169.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +2.1% | 0.0% | +2.1% | +2.0% |
| 3M | +7.2% | +2.0% | +5.2% | +4.8% |
| 6M | +11.2% | +13.0% | -1.8% | -2.1% |
| YTD | +24.4% | +14.0% | +10.4% | +8.4% |
| 1Y | +6.7% | +19.9% | -13.2% | -11.8% |
| 3Y | +9.2% | +75.8% | -66.6% | -39.2% |
| 5Y | +27.4% | +73.8% | -46.5% | -29.6% |
| 10Y | +164.8% | +295.9% | -131.1% | -38.9% |
| All | +1,066.2% | +896.7% | +169.5% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling