+698.3%
APD vs WU
-20.2%
+718.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | -3.7% | +11.7% | -15.4% | -8.0% |
| 30D | +9.6% | +12.6% | -3.0% | +4.2% |
| 3M | +1.6% | -0.5% | +2.1% | +1.1% |
| 6M | +2.2% | -18.2% | +20.4% | +8.1% |
| YTD | +25.9% | -19.0% | +44.9% | +32.8% |
| 1Y | +20.1% | -16.7% | +36.8% | +25.0% |
| 3Y | +12.4% | -21.0% | +33.4% | +17.0% |
| 5Y | +11.1% | -41.7% | +52.8% | +27.1% |
| 10Y | +190.1% | -35.0% | +225.2% | +204.2% |
| All | +698.3% | -20.2% | +718.5% | +589.8% |
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