+26.1%
APD vs TRU
-35.2%
+61.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | -2.5% | -7.2% | +4.7% | -1.1% |
| 30D | -1.9% | -2.8% | +0.9% | -1.5% |
| 3M | +8.2% | +13.0% | -4.8% | +5.2% |
| 6M | +10.7% | +0.7% | +10.1% | +9.6% |
| YTD | +22.9% | -9.0% | +31.9% | +23.8% |
| 1Y | +5.8% | -16.3% | +22.1% | +8.4% |
| 3Y | +7.8% | -1.1% | +8.8% | +4.1% |
| 5Y | +26.1% | -36.0% | +62.1% | +31.7% |
| All | +26.1% | -35.2% | +61.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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