+35.1%
APD vs MULL
+444.9%
-409.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.8% | +15.6% | +1.7% |
| 7D | +3.8% | -35.9% | +39.7% | +3.4% |
| 30D | +14.1% | -47.3% | +61.4% | +13.6% |
| 3M | +8.2% | -30.6% | +38.8% | +7.9% |
| 6M | +7.5% | +13.7% | -6.2% | +8.4% |
| YTD | +31.7% | +272.1% | -240.5% | +35.8% |
| 1Y | +35.1% | +475.1% | -440.0% | +42.6% |
| All | +35.1% | +444.9% | -409.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling