+688.9%
APD vs WU
-19.6%
+708.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +7.2% | -3.9% | +11.0% | +7.0% |
| 6M | +11.2% | -20.7% | +31.9% | +19.4% |
| YTD | +24.4% | -18.4% | +42.7% | +31.6% |
| 1Y | +6.7% | -8.1% | +14.7% | +6.7% |
| 3Y | +9.2% | -24.2% | +33.4% | +15.8% |
| 5Y | +27.4% | -50.4% | +77.8% | +56.9% |
| 10Y | +164.8% | -40.0% | +204.9% | +189.1% |
| All | +688.9% | -19.6% | +708.5% | +583.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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