+10.0%
APD vs TW
+37.3%
-27.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.7% | +4.2% | -7.9% | -4.6% |
| 30D | +9.6% | +18.9% | -9.3% | +5.1% |
| 3M | +1.6% | +23.8% | -22.1% | -3.7% |
| 6M | +2.2% | +17.0% | -14.9% | -2.4% |
| YTD | +25.9% | +19.2% | +6.6% | +18.9% |
| 1Y | +20.1% | +20.1% | 0.0% | +13.3% |
| 3Y | +12.4% | +40.5% | -28.1% | -1.0% |
| All | +10.0% | +37.3% | -27.4% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling