+138.9%
APD vs TENB
+23.5%
+115.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +0.9% |
| 7D | +2.2% | -7.0% | +9.2% | +3.1% |
| 30D | +9.4% | -0.6% | +10.0% | +9.2% |
| 3M | +4.7% | +10.9% | -6.3% | +2.5% |
| 6M | +5.5% | +95.4% | -89.9% | -5.0% |
| YTD | +31.4% | +74.5% | -43.0% | +19.3% |
| 1Y | +24.1% | +49.2% | -25.1% | +15.3% |
| 3Y | +28.8% | +9.7% | +19.0% | +23.3% |
| 5Y | +15.8% | -24.6% | +40.4% | +12.9% |
| All | +138.9% | +23.5% | +115.5% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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