+29.0%
APD vs TRI
-10.2%
+39.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.2% | -7.5% | +9.7% | +2.6% |
| 30D | +9.4% | +3.9% | +5.5% | +9.2% |
| 3M | +4.7% | +7.2% | -2.5% | +4.2% |
| 6M | +5.5% | +27.0% | -21.5% | +3.6% |
| YTD | +31.4% | -14.0% | +45.5% | +37.5% |
| 1Y | +24.1% | -17.7% | +41.8% | +31.1% |
| All | +29.0% | -10.2% | +39.2% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling