+27.2%
APD vs S
+54.2%
-27.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.5% |
| 3M | +2.0% | +5.4% | -3.4% | +1.5% |
| 6M | +7.1% | +41.2% | -34.2% | +4.7% |
| YTD | +29.8% | +56.2% | -26.4% | +25.9% |
| 1Y | +24.0% | +36.3% | -12.3% | +21.6% |
| 3Y | +27.2% | +49.4% | -22.3% | +24.3% |
| All | +27.2% | +54.2% | -27.1% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling