+23.5%
APD vs TRI
-17.3%
+40.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | -2.9% | +6.7% | +3.9% |
| 30D | +8.2% | +3.7% | +4.5% | +8.3% |
| 3M | +4.3% | +3.7% | +0.6% | +4.5% |
| 6M | +4.7% | +35.1% | -30.4% | +5.5% |
| YTD | +31.5% | -14.0% | +45.6% | +48.9% |
| 1Y | +23.5% | -19.0% | +42.5% | +51.1% |
| All | +23.5% | -17.3% | +40.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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