+167.3%
APD vs TDY
+479.2%
-312.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | -3.3% | -1.1% | -2.1% | -2.8% |
| 30D | -4.2% | -12.0% | +7.9% | +0.8% |
| 3M | +5.4% | -3.2% | +8.6% | +6.5% |
| 6M | +6.3% | -7.9% | +14.1% | +9.0% |
| YTD | +20.3% | +18.2% | +2.1% | +10.8% |
| 1Y | +1.6% | +6.7% | -5.1% | -2.5% |
| 3Y | +4.0% | +47.5% | -43.5% | -13.8% |
| 5Y | +23.3% | +39.5% | -16.2% | +3.1% |
| All | +167.3% | +479.2% | -312.0% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling