+35.1%
APD vs TDY
+22.9%
+12.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.6% | +2.6% |
| 7D | +3.8% | -5.0% | +8.8% | +4.5% |
| 30D | +14.1% | +2.0% | +12.1% | +13.4% |
| 3M | +8.2% | -7.7% | +15.9% | +9.5% |
| 6M | +7.5% | -0.9% | +8.4% | +7.3% |
| YTD | +31.7% | +23.7% | +7.9% | +22.0% |
| 1Y | +35.1% | +23.6% | +11.4% | +26.4% |
| All | +35.1% | +22.9% | +12.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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