+2.5%
APD vs MULL
+968.6%
-966.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.1% | -10.6% | -1.7% |
| 7D | -3.7% | -42.7% | +39.0% | -2.7% |
| 30D | +9.6% | -63.8% | +73.4% | +11.7% |
| 3M | +1.6% | -49.0% | +50.7% | +2.5% |
| 6M | +2.2% | -38.2% | +40.3% | -0.4% |
| YTD | +25.9% | +167.0% | -141.2% | +12.6% |
| 1Y | +20.1% | +247.7% | -227.6% | +5.0% |
| All | +2.5% | +968.6% | -966.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling