+169.1%
APD vs MDY
+170.4%
-1.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | -4.2% | -3.9% | -0.3% | -1.5% |
| 3M | +5.0% | 0.0% | +5.0% | +4.8% |
| 6M | +8.9% | +8.5% | +0.4% | +2.0% |
| YTD | +21.9% | +13.2% | +8.7% | +10.4% |
| 1Y | +5.6% | +15.0% | -9.5% | -5.6% |
| 3Y | +6.9% | +49.6% | -42.7% | -22.3% |
| 5Y | +25.3% | +46.0% | -20.7% | -8.5% |
| 10Y | +169.1% | +176.4% | -7.3% | +20.8% |
| All | +169.1% | +170.4% | -1.4% | +20.8% |
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