+19.4%
APD vs SOLS
+22.7%
-3.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.2% |
| 7D | -2.5% | +4.5% | -7.0% | -2.7% |
| 30D | -1.9% | +6.0% | -7.9% | -2.1% |
| 3M | +8.2% | -19.7% | +27.9% | +9.1% |
| 6M | +10.7% | -10.4% | +21.1% | +11.8% |
| YTD | +22.9% | +33.3% | -10.3% | +25.9% |
| All | +19.4% | +22.7% | -3.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 5y: compounded portfolio wealth divided by compounded SOLS 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…
5y analysis · Full analysis span regression · 6 months rolling