+324.6%
APD vs USFR
+27.5%
+297.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +2.1% | +0.3% | +1.8% | +2.0% |
| 3M | +7.2% | +1.0% | +6.2% | +6.9% |
| 6M | +11.2% | +1.9% | +9.3% | +10.6% |
| YTD | +24.4% | +2.6% | +21.8% | +23.5% |
| 1Y | +6.7% | +4.0% | +2.7% | +5.5% |
| 3Y | +9.2% | +14.1% | -4.9% | +5.3% |
| 5Y | +27.4% | +20.4% | +6.9% | +20.6% |
| 10Y | +164.8% | +28.0% | +136.8% | +145.7% |
| All | +324.6% | +27.5% | +297.0% | +295.0% |
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