+18.8%
APD vs S
-56.8%
+75.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.2% | -7.7% | +5.5% | -1.8% |
| 30D | +2.1% | -5.3% | +7.4% | +2.3% |
| 3M | +7.2% | +20.3% | -13.1% | +5.8% |
| 6M | +11.2% | +47.4% | -36.1% | +8.2% |
| YTD | +24.4% | +32.5% | -8.1% | +21.6% |
| 1Y | +6.7% | +9.5% | -2.9% | +5.4% |
| 3Y | +9.2% | +15.5% | -6.3% | +6.0% |
| 5Y | +27.4% | -71.2% | +98.6% | +27.4% |
| All | +18.8% | -56.8% | +75.6% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling