+4.8%
APD vs MKTX
-25.2%
+30.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -5.1% | +0.8% | -5.9% | -5.1% |
| 3M | +6.9% | +41.1% | -34.3% | +3.4% |
| 6M | +8.1% | -9.5% | +17.6% | +8.3% |
| YTD | +21.2% | -8.7% | +29.9% | +21.3% |
| 1Y | +4.9% | -10.0% | +14.8% | +4.8% |
| All | +4.8% | -25.2% | +30.0% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling