+3,493.1%
APD vs M
+396.5%
+3,096.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | -2.2% | +4.7% | -6.9% | -3.1% |
| 30D | +2.1% | -9.6% | +11.7% | +4.1% |
| 3M | +7.2% | +0.9% | +6.3% | +6.4% |
| 6M | +11.2% | +22.3% | -11.0% | +5.8% |
| YTD | +24.4% | +6.5% | +17.9% | +21.1% |
| 1Y | +6.7% | +38.8% | -32.1% | -2.0% |
| 3Y | +9.2% | +115.9% | -106.7% | -12.8% |
| 5Y | +27.4% | +28.6% | -1.3% | +5.3% |
| 10Y | +164.8% | -2.5% | +167.4% | +93.8% |
| All | +3,493.1% | +396.5% | +3,096.6% | +1,390.9% |
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 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