+24.3%
APD vs MDY
+43.9%
-19.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -3.5% | -2.5% | -1.0% | -1.9% |
| 30D | -5.1% | -5.0% | 0.0% | -1.9% |
| 3M | +6.9% | +0.5% | +6.4% | +6.3% |
| 6M | +8.1% | +8.0% | +0.1% | +2.1% |
| YTD | +21.2% | +12.2% | +9.1% | +11.3% |
| 1Y | +4.9% | +14.0% | -9.1% | -4.9% |
| 3Y | +6.3% | +48.2% | -41.9% | -20.8% |
| 5Y | +24.3% | +46.1% | -21.8% | -8.9% |
| All | +24.3% | +43.9% | -19.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling