-0.7%
APD vs MULL
+2,620.5%
-2,621.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.0% |
| 7D | -4.6% | +14.8% | -19.4% | -4.9% |
| 30D | -4.2% | +36.6% | -40.8% | -5.1% |
| 3M | +5.0% | -8.9% | +13.9% | +3.7% |
| 6M | +8.9% | +311.9% | -303.0% | -0.1% |
| YTD | +21.9% | +579.8% | -557.9% | +7.3% |
| 1Y | +5.6% | +2,421.5% | -2,416.0% | -17.4% |
| All | -0.7% | +2,620.5% | -2,621.2% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling