+1.3%
APD vs MULL
+2,561.4%
-2,560.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.8% | -12.8% | -1.3% |
| 7D | -2.2% | +17.3% | -19.5% | -2.6% |
| 30D | +2.1% | +23.5% | -21.4% | +1.4% |
| 3M | +7.2% | -24.0% | +31.2% | +6.3% |
| 6M | +11.2% | +276.7% | -265.5% | +2.3% |
| YTD | +24.4% | +565.1% | -540.7% | +9.6% |
| 1Y | +6.7% | +2,802.6% | -2,795.9% | -17.6% |
| All | +1.3% | +2,561.4% | -2,560.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling