+18.3%
APD vs USFR
+21.4%
-3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | +0.1% | +3.8% | +4.0% |
| 30D | +8.2% | +0.4% | +7.8% | +8.9% |
| 3M | +4.3% | +1.1% | +3.2% | +6.3% |
| 6M | +4.7% | +2.0% | +2.7% | +8.6% |
| YTD | +31.5% | +3.5% | +28.1% | +40.1% |
| 1Y | +23.5% | +4.1% | +19.5% | +33.1% |
| 3Y | +29.1% | +14.4% | +14.8% | +81.2% |
| All | +18.3% | +21.4% | -3.1% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling