+211.3%
APD vs TRU
+247.0%
-35.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -0.2% | +4.4% | -4.6% | -1.4% |
| 30D | +11.0% | +25.2% | -14.2% | +3.9% |
| 3M | +1.3% | +3.8% | -2.5% | -0.4% |
| 6M | +6.4% | +14.3% | -7.9% | +0.9% |
| YTD | +28.9% | -3.9% | +32.8% | +26.9% |
| 1Y | +23.2% | +2.6% | +20.6% | +18.9% |
| 3Y | +26.3% | +58.3% | -31.9% | +0.9% |
| 5Y | +12.0% | -25.2% | +37.2% | +12.6% |
| 10Y | +183.2% | +185.5% | -2.4% | +84.0% |
| All | +211.3% | +247.0% | -35.8% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling