+27.9%
APD vs M
+27.3%
+0.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | -2.2% | +4.7% | -6.9% | -2.7% |
| 30D | +2.1% | -9.6% | +11.7% | +3.3% |
| 3M | +7.2% | +0.9% | +6.3% | +6.7% |
| 6M | +11.2% | +22.3% | -11.0% | +7.9% |
| YTD | +24.4% | +6.5% | +17.9% | +22.5% |
| 1Y | +6.7% | +38.8% | -32.1% | +1.2% |
| 3Y | +9.2% | +115.9% | -106.7% | -5.6% |
| All | +27.9% | +27.3% | +0.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling