+934.6%
APD vs MKTX
+1,446.2%
-511.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +2.1% | +1.1% | +1.0% | +1.9% |
| 3M | +7.2% | +36.1% | -28.9% | -0.9% |
| 6M | +11.2% | -12.9% | +24.1% | +13.4% |
| YTD | +24.4% | -8.5% | +32.9% | +25.1% |
| 1Y | +6.7% | -7.5% | +14.2% | +6.9% |
| 3Y | +9.2% | -28.3% | +37.6% | +12.8% |
| 5Y | +27.4% | -63.3% | +90.7% | +49.9% |
| 10Y | +164.8% | +4.5% | +160.3% | +134.3% |
| All | +934.6% | +1,446.2% | -511.6% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling