+338.4%
APD vs USFR
+28.5%
+309.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +10.6% | +0.4% | +10.2% | +10.5% |
| 3M | +2.5% | +1.1% | +1.5% | +2.2% |
| 6M | +6.0% | +2.0% | +3.9% | +5.4% |
| YTD | +28.4% | +3.4% | +25.0% | +27.2% |
| 1Y | +22.2% | +4.1% | +18.1% | +20.8% |
| 3Y | +26.6% | +14.3% | +12.2% | +21.9% |
| 5Y | +11.8% | +21.3% | -9.5% | +5.6% |
| 10Y | +187.8% | +28.5% | +159.3% | +166.6% |
| All | +338.4% | +28.5% | +309.8% | +306.9% |
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