+25.3%
APD vs TRI
-10.1%
+35.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.5% |
| 7D | -4.6% | -8.4% | +3.8% | -3.2% |
| 30D | -4.2% | -6.5% | +2.3% | -3.3% |
| 3M | +5.0% | +18.6% | -13.6% | +0.6% |
| 6M | +8.9% | -10.4% | +19.4% | +10.8% |
| YTD | +21.9% | -23.7% | +45.6% | +31.8% |
| 1Y | +5.6% | -42.5% | +48.0% | +27.5% |
| 3Y | +6.9% | -19.3% | +26.2% | +4.2% |
| 5Y | +25.3% | -9.7% | +35.0% | +6.0% |
| All | +25.3% | -10.1% | +35.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling