+5.6%
APD vs LEN
-41.8%
+47.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.6% | -3.4% | -1.2% | -4.3% |
| 30D | -4.2% | -5.7% | +1.5% | -3.7% |
| 3M | +5.0% | -12.2% | +17.2% | +6.0% |
| 6M | +8.9% | -18.3% | +27.2% | +11.4% |
| YTD | +21.9% | -20.2% | +42.1% | +24.3% |
| 1Y | +5.6% | -40.1% | +45.6% | +13.9% |
| All | +5.6% | -41.8% | +47.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling