+26.6%
APD vs WAB
+174.1%
-147.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.7% |
| 7D | -1.6% | +4.0% | -5.5% | -2.6% |
| 30D | +10.6% | +4.5% | +6.1% | +9.2% |
| 3M | +2.5% | +2.3% | +0.2% | +1.8% |
| 6M | +6.0% | +12.5% | -6.5% | +2.0% |
| YTD | +28.4% | +40.2% | -11.7% | +14.5% |
| 1Y | +22.2% | +45.2% | -23.1% | +7.6% |
| 3Y | +26.6% | +171.8% | -145.2% | -12.1% |
| All | +26.6% | +174.1% | -147.5% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling