+25.9%
APD vs VSXY
+90.2%
-64.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.6% |
| 7D | +2.2% | -1.6% | +3.7% | +2.3% |
| 30D | +9.4% | +17.8% | -8.4% | +8.3% |
| 3M | +4.7% | +12.5% | -7.8% | +3.7% |
| 6M | +5.5% | +124.7% | -119.2% | -1.1% |
| YTD | +31.4% | +93.2% | -61.7% | +23.9% |
| 1Y | +24.1% | +195.6% | -171.5% | +12.6% |
| 3Y | +28.8% | +434.6% | -405.9% | +6.9% |
| 5Y | +15.8% | +103.3% | -87.6% | +2.3% |
| All | +25.9% | +90.2% | -64.3% | +13.1% |
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