+23.2%
APD vs MULL
+251.4%
-228.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | -0.2% | -32.2% | +32.0% | -0.4% |
| 30D | +11.0% | -55.4% | +66.4% | +10.6% |
| 3M | +1.3% | -41.3% | +42.6% | +1.0% |
| 6M | +6.4% | -44.9% | +51.3% | +6.0% |
| YTD | +28.9% | +192.4% | -163.5% | +30.8% |
| 1Y | +23.2% | +239.4% | -216.2% | +26.7% |
| All | +23.2% | +251.4% | -228.2% | +26.7% |
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