+454.7%
APD vs VT
+363.9%
+90.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.3% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | +14.1% | -1.4% | +15.5% | +15.5% |
| 3M | +8.2% | -1.4% | +9.6% | +9.3% |
| 6M | +7.5% | +5.5% | +2.1% | +1.6% |
| YTD | +31.7% | +12.8% | +18.8% | +16.0% |
| 1Y | +35.1% | +15.4% | +19.6% | +16.3% |
| 3Y | +16.8% | +76.9% | -60.1% | -33.2% |
| 5Y | +19.4% | +60.4% | -41.0% | -25.6% |
| 10Y | +203.5% | +232.8% | -29.3% | -4.9% |
| All | +454.7% | +363.9% | +90.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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