+2,508.6%
APD vs MDY
+2,662.7%
-154.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | +2.1% | -1.5% | +3.6% | +3.2% |
| 3M | +7.2% | +0.8% | +6.4% | +6.3% |
| 6M | +11.2% | +7.4% | +3.8% | +4.6% |
| YTD | +24.4% | +15.2% | +9.2% | +10.7% |
| 1Y | +6.7% | +16.5% | -9.9% | -6.1% |
| 3Y | +9.2% | +46.8% | -37.5% | -20.3% |
| 5Y | +27.4% | +46.0% | -18.7% | -8.0% |
| 10Y | +164.8% | +172.1% | -7.2% | +15.1% |
| All | +2,508.6% | +2,662.7% | -154.1% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling