+163.7%
APD vs WAB
+283.1%
-119.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | -1.9% | -2.4% | +0.5% | -1.1% |
| 3M | +8.2% | +9.7% | -1.4% | +4.5% |
| 6M | +10.7% | +16.5% | -5.8% | +4.3% |
| YTD | +22.9% | +33.7% | -10.8% | +10.2% |
| 1Y | +5.8% | +49.7% | -43.9% | -8.9% |
| 3Y | +7.8% | +170.9% | -163.2% | -25.2% |
| 5Y | +26.1% | +228.0% | -201.9% | -18.3% |
| 10Y | +163.7% | +284.8% | -121.1% | +44.5% |
| All | +163.7% | +283.1% | -119.4% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling