+163.7%
APD vs M
-6.4%
+170.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -2.5% | +2.4% | -4.9% | -2.8% |
| 30D | -1.9% | -11.6% | +9.7% | -0.5% |
| 3M | +8.2% | +1.6% | +6.6% | +7.7% |
| 6M | +10.7% | +25.2% | -14.5% | +7.2% |
| YTD | +22.9% | +3.8% | +19.2% | +21.4% |
| 1Y | +5.8% | +36.3% | -30.6% | +0.9% |
| 3Y | +7.8% | +116.3% | -108.6% | -5.5% |
| 5Y | +26.1% | +28.2% | -2.1% | +13.5% |
| 10Y | +163.7% | -3.4% | +167.1% | +109.0% |
| All | +163.7% | -6.4% | +170.1% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling