+12.4%
APD vs M
+100.8%
-88.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.0% |
| 7D | -3.7% | -4.3% | +0.6% | -3.2% |
| 30D | +9.6% | +1.3% | +8.3% | +9.4% |
| 3M | +1.6% | -7.4% | +9.0% | +2.3% |
| 6M | +2.2% | +18.3% | -16.2% | -0.2% |
| YTD | +25.9% | +7.6% | +18.3% | +24.0% |
| 1Y | +20.1% | +17.4% | +2.7% | +17.0% |
| 3Y | +12.4% | +108.4% | -96.0% | -2.9% |
| All | +12.4% | +100.8% | -88.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling