+187.8%
APD vs WAB
+305.5%
-117.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.4% |
| 7D | -1.6% | +4.0% | -5.5% | -2.9% |
| 30D | +10.6% | +4.5% | +6.1% | +8.8% |
| 3M | +2.5% | +2.3% | +0.2% | +1.5% |
| 6M | +6.0% | +12.5% | -6.5% | +1.1% |
| YTD | +28.4% | +40.2% | -11.7% | +13.1% |
| 1Y | +22.2% | +45.2% | -23.1% | +6.3% |
| 3Y | +26.6% | +171.8% | -145.2% | -12.4% |
| 5Y | +11.8% | +217.6% | -205.8% | -27.2% |
| 10Y | +187.8% | +285.3% | -97.5% | +58.0% |
| All | +187.8% | +305.5% | -117.7% | +58.0% |
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