+86.9%
APD vs TW
+221.1%
-134.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | +2.1% | +3.9% | -1.8% | +1.0% |
| 3M | +7.2% | +5.7% | +1.5% | +5.0% |
| 6M | +11.2% | -14.5% | +25.8% | +15.3% |
| YTD | +24.4% | -0.9% | +25.3% | +23.1% |
| 1Y | +6.7% | -13.5% | +20.2% | +9.7% |
| 3Y | +9.2% | +25.0% | -15.7% | -1.3% |
| 5Y | +27.4% | +22.7% | +4.7% | +13.1% |
| All | +86.9% | +221.1% | -134.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling