+342.9%
APD vs USFR
+28.6%
+314.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +2.0% | +1.1% | +0.9% | +1.7% |
| 6M | +7.1% | +2.1% | +5.0% | +6.4% |
| YTD | +29.8% | +3.4% | +26.3% | +28.5% |
| 1Y | +24.0% | +4.1% | +20.0% | +22.6% |
| 3Y | +27.2% | +14.4% | +12.8% | +22.5% |
| 5Y | +12.8% | +21.4% | -8.6% | +6.5% |
| 10Y | +185.0% | +28.5% | +156.5% | +164.1% |
| All | +342.9% | +28.6% | +314.3% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling