+1,100.7%
APD vs TRI
+561.6%
+539.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | +1.5% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +2.1% | +7.9% | -5.8% | -1.8% |
| 3M | +7.2% | +24.1% | -16.9% | -5.3% |
| 6M | +11.2% | +3.8% | +7.4% | +4.4% |
| YTD | +24.4% | -16.9% | +41.2% | +27.7% |
| 1Y | +6.7% | -38.4% | +45.1% | +27.5% |
| 3Y | +9.2% | -12.2% | +21.5% | +5.0% |
| 5Y | +27.4% | -1.8% | +29.1% | +13.9% |
| 10Y | +164.8% | +207.6% | -42.8% | +24.9% |
| All | +1,100.7% | +561.6% | +539.1% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling