+169.3%
APD vs MKTX
+5.1%
+164.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -5.1% | +0.8% | -5.9% | -5.2% |
| 3M | +6.9% | +41.1% | -34.3% | -1.0% |
| 6M | +8.1% | -9.5% | +17.6% | +9.4% |
| YTD | +21.2% | -8.7% | +29.9% | +22.3% |
| 1Y | +4.9% | -10.0% | +14.8% | +5.9% |
| 3Y | +6.3% | -24.6% | +30.9% | +8.4% |
| 5Y | +24.3% | -60.3% | +84.6% | +44.0% |
| All | +169.3% | +5.1% | +164.2% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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