+22.8%
APD vs S
+38.4%
-15.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.0% | -6.0% | +2.2% |
| 7D | -1.6% | +1.6% | -3.1% | -1.6% |
| 30D | +10.6% | -10.5% | +21.1% | +10.3% |
| 3M | +2.5% | +9.9% | -7.4% | +3.0% |
| 6M | +6.0% | +41.8% | -35.8% | +7.9% |
| YTD | +28.4% | +56.8% | -28.4% | +31.9% |
| All | +22.8% | +38.4% | -15.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling