+190.7%
APD vs M
-5.1%
+195.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | -1.2% | -3.3% | +2.2% | -0.8% |
| 30D | +11.0% | +8.1% | +2.9% | +9.9% |
| 3M | +2.6% | +2.2% | +0.4% | +2.1% |
| 6M | +4.8% | +35.1% | -30.3% | +0.6% |
| YTD | +31.0% | +15.8% | +15.2% | +27.5% |
| 1Y | +23.4% | +25.8% | -2.4% | +18.9% |
| 3Y | +28.4% | +156.2% | -127.9% | +10.3% |
| 5Y | +15.2% | -2.4% | +17.6% | +7.1% |
| 10Y | +190.7% | -7.1% | +197.8% | +131.1% |
| All | +190.7% | -5.1% | +195.8% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling