+2,357.6%
APD vs WAB
+4,092.2%
-1,734.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -1.3% |
| 30D | +2.1% | -4.4% | +6.5% | +3.4% |
| 3M | +7.2% | +7.9% | -0.7% | +4.4% |
| 6M | +11.2% | +8.7% | +2.5% | +7.7% |
| YTD | +24.4% | +33.0% | -8.6% | +13.4% |
| 1Y | +6.7% | +46.7% | -40.0% | -5.7% |
| 3Y | +9.2% | +153.0% | -143.7% | -18.5% |
| 5Y | +27.4% | +222.3% | -194.9% | -11.9% |
| 10Y | +164.8% | +291.0% | -126.2% | +62.2% |
| All | +2,357.6% | +4,092.2% | -1,734.6% | +753.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling