+5.4%
APD vs VSXY
+199.3%
-193.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.9% |
| 7D | -4.6% | -10.7% | +6.1% | -4.7% |
| 30D | -4.2% | -24.3% | +20.1% | -4.7% |
| 3M | +5.0% | +1.0% | +4.0% | +5.1% |
| 6M | +8.9% | +57.4% | -48.4% | +10.1% |
| YTD | +21.9% | +39.8% | -17.9% | +22.7% |
| All | +5.4% | +199.3% | -193.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling