+23.1%
APD vs S
-49.1%
+72.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +11.0% | -10.8% | +21.8% | +11.6% |
| 3M | +1.3% | +5.4% | -4.1% | +0.7% |
| 6M | +6.4% | +41.2% | -34.9% | +3.7% |
| YTD | +28.9% | +56.2% | -27.3% | +24.5% |
| 1Y | +23.2% | +36.3% | -13.1% | +20.0% |
| 3Y | +26.3% | +49.4% | -23.1% | +20.6% |
| 5Y | +12.0% | -66.9% | +78.9% | +11.2% |
| All | +23.1% | -49.1% | +72.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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