+190.7%
APD vs MDY
+173.8%
+16.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +11.0% | +2.1% | +8.9% | +9.2% |
| 3M | +2.6% | -3.6% | +6.2% | +5.2% |
| 6M | +4.8% | +1.7% | +3.1% | +3.2% |
| YTD | +31.0% | +13.8% | +17.2% | +18.0% |
| 1Y | +23.4% | +15.5% | +7.9% | +9.9% |
| 3Y | +28.4% | +58.3% | -30.0% | -10.8% |
| 5Y | +15.2% | +37.4% | -22.2% | -12.0% |
| 10Y | +190.7% | +171.0% | +19.7% | +34.0% |
| All | +190.7% | +173.8% | +16.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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