+5,927.3%
APD vs TYL
+12,593.6%
-6,666.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.9% |
| 30D | +2.1% | +18.7% | -16.6% | +0.4% |
| 3M | +7.2% | +18.1% | -11.0% | +5.3% |
| 6M | +11.2% | -1.1% | +12.4% | +10.9% |
| YTD | +24.4% | -19.8% | +44.2% | +26.1% |
| 1Y | +6.7% | -34.3% | +41.0% | +10.2% |
| 3Y | +9.2% | -8.2% | +17.5% | +9.0% |
| 5Y | +27.4% | -25.4% | +52.8% | +28.7% |
| 10Y | +164.8% | +115.6% | +49.2% | +143.2% |
| All | +5,927.3% | +12,593.6% | -6,666.4% | +3,803.8% |
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