+83.1%
APD vs TW
+211.2%
-128.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -4.2% | -0.6% | -3.6% | -4.1% |
| 3M | +5.0% | +3.4% | +1.6% | +3.4% |
| 6M | +8.9% | -18.4% | +27.4% | +14.4% |
| YTD | +21.9% | -3.9% | +25.8% | +21.7% |
| 1Y | +5.6% | -13.3% | +18.9% | +8.5% |
| 3Y | +6.9% | +20.8% | -14.0% | -2.5% |
| 5Y | +25.3% | +20.3% | +5.1% | +11.9% |
| All | +83.1% | +211.2% | -128.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling