+994.1%
APD vs MKTX
+1,471.0%
-476.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +8.2% | +0.9% | +7.3% | +8.0% |
| 3M | +4.3% | +2.6% | +1.7% | +3.7% |
| 6M | +4.7% | +20.4% | -15.7% | -0.6% |
| YTD | +31.5% | -7.1% | +38.6% | +31.9% |
| 1Y | +23.5% | -2.8% | +26.3% | +22.5% |
| 3Y | +29.1% | -21.7% | +50.9% | +31.1% |
| 5Y | +15.9% | -54.5% | +70.4% | +30.0% |
| 10Y | +191.9% | +13.0% | +179.0% | +153.9% |
| All | +994.1% | +1,471.0% | -476.9% | +322.9% |
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