+1,808.0%
APD vs TDY
+7,137.3%
-5,329.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | +2.1% | -10.7% | +12.8% | +5.0% |
| 3M | +7.2% | -1.3% | +8.5% | +7.3% |
| 6M | +11.2% | -10.6% | +21.8% | +14.0% |
| YTD | +24.4% | +19.6% | +4.8% | +18.1% |
| 1Y | +6.7% | +11.6% | -5.0% | +2.9% |
| 3Y | +9.2% | +45.2% | -36.0% | -1.9% |
| 5Y | +27.4% | +36.1% | -8.7% | +15.6% |
| 10Y | +164.8% | +458.8% | -294.0% | +70.0% |
| All | +1,808.0% | +7,137.3% | -5,329.3% | +760.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling