+3,591.1%
APD vs M
+425.5%
+3,165.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +2.9% | -1.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | +10.1% | +7.7% | +2.4% | +8.4% |
| 3M | +4.9% | -4.4% | +9.2% | +5.4% |
| 6M | +2.5% | +27.5% | -25.0% | -3.5% |
| YTD | +27.8% | +12.8% | +15.0% | +22.7% |
| 1Y | +32.9% | +20.7% | +12.1% | +25.6% |
| 3Y | +13.4% | +111.3% | -97.9% | -9.2% |
| 5Y | +12.8% | -6.3% | +19.1% | +0.6% |
| 10Y | +194.6% | +1.5% | +193.1% | +113.8% |
| All | +3,591.1% | +425.5% | +3,165.6% | +1,410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling