+183.2%
APD vs USFR
+28.5%
+154.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +11.0% | +0.4% | +10.6% | +10.8% |
| 3M | +1.3% | +1.1% | +0.3% | +0.9% |
| 6M | +6.4% | +2.1% | +4.3% | +5.4% |
| YTD | +28.9% | +3.4% | +25.5% | +27.1% |
| 1Y | +23.2% | +4.1% | +19.1% | +21.2% |
| 3Y | +26.3% | +14.4% | +11.9% | +19.8% |
| 5Y | +12.0% | +21.4% | -9.4% | +2.1% |
| 10Y | +183.2% | +28.5% | +154.6% | +145.4% |
| All | +183.2% | +28.5% | +154.6% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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