+7.8%
APD vs WY
-23.0%
+30.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.7% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | -1.9% | -10.5% | +8.6% | +1.6% |
| 3M | +8.2% | -4.9% | +13.1% | +9.3% |
| 6M | +10.7% | -4.9% | +15.7% | +11.5% |
| YTD | +22.9% | -1.7% | +24.6% | +21.6% |
| 1Y | +5.8% | -9.4% | +15.2% | +8.3% |
| 3Y | +7.8% | -22.3% | +30.1% | +15.2% |
| All | +7.8% | -23.0% | +30.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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