+6,091.7%
APD vs TYL
+14,906.9%
-8,815.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.1% |
| 7D | -0.7% | +15.1% | -15.8% | -2.1% |
| 30D | +10.1% | +30.1% | -19.9% | +7.3% |
| 3M | +4.9% | +40.4% | -35.5% | +1.3% |
| 6M | +2.5% | +31.3% | -28.8% | -0.6% |
| YTD | +27.8% | -5.2% | +33.0% | +27.3% |
| 1Y | +32.9% | -6.6% | +39.5% | +32.6% |
| 3Y | +13.4% | +3.4% | +10.0% | +11.7% |
| 5Y | +12.8% | -19.3% | +32.1% | +12.9% |
| 10Y | +194.6% | +178.1% | +16.4% | +164.0% |
| All | +6,091.7% | +14,906.9% | -8,815.2% | +3,841.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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