+19.2%
APD vs VSXY
+37.4%
-18.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | -2.2% | -14.0% | +11.8% | -1.4% |
| 30D | +2.1% | -15.9% | +18.0% | +3.1% |
| 3M | +7.2% | +3.4% | +3.8% | +6.6% |
| 6M | +11.2% | +25.9% | -14.7% | +8.3% |
| YTD | +24.4% | +39.5% | -15.1% | +19.8% |
| 1Y | +6.7% | +194.4% | -187.7% | -4.1% |
| 3Y | +9.2% | +281.4% | -272.2% | -7.5% |
| 5Y | +27.4% | +12.8% | +14.6% | +13.3% |
| All | +19.2% | +37.4% | -18.2% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling