+183.2%
APD vs M
-3.0%
+186.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.2% | +5.0% | -5.3% | -0.8% |
| 30D | +11.0% | +10.6% | +0.4% | +9.6% |
| 3M | +1.3% | +1.6% | -0.3% | +0.9% |
| 6M | +6.4% | +30.8% | -24.5% | +2.4% |
| YTD | +28.9% | +16.9% | +12.0% | +25.4% |
| 1Y | +23.2% | +26.3% | -3.0% | +18.7% |
| 3Y | +26.3% | +158.6% | -132.3% | +8.4% |
| 5Y | +12.0% | +2.1% | +9.9% | +3.7% |
| 10Y | +183.2% | -4.3% | +187.5% | +125.1% |
| All | +183.2% | -3.0% | +186.2% | +125.1% |
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