+20.2%
APD vs S
-52.7%
+72.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -3.7% | -13.4% | +9.8% | -2.9% |
| 30D | +9.6% | -14.0% | +23.6% | +10.4% |
| 3M | +1.6% | +4.9% | -3.2% | +1.0% |
| 6M | +2.2% | +42.0% | -39.8% | -0.5% |
| YTD | +25.9% | +45.1% | -19.3% | +22.1% |
| 1Y | +20.1% | +33.1% | -12.9% | +17.1% |
| 3Y | +12.4% | +40.6% | -28.2% | +7.6% |
| 5Y | +11.1% | -67.5% | +78.6% | +10.8% |
| All | +20.2% | -52.7% | +72.8% | +21.3% |
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