+22.6%
APD vs MKTX
-60.5%
+83.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -3.3% | -0.2% | -3.0% | -3.2% |
| 30D | -4.2% | +0.7% | -4.9% | -4.3% |
| 3M | +5.4% | +40.8% | -35.4% | -0.1% |
| 6M | +6.3% | -8.0% | +14.3% | +7.0% |
| YTD | +20.3% | -8.7% | +29.1% | +21.1% |
| 1Y | +1.6% | -11.8% | +13.4% | +2.7% |
| 3Y | +4.0% | -24.0% | +28.0% | +5.1% |
| All | +22.6% | -60.5% | +83.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling