+5,927.3%
APD vs WY
+688.1%
+5,239.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.2% | -1.7% | -0.5% | -1.5% |
| 30D | +2.1% | -10.1% | +12.2% | +6.5% |
| 3M | +7.2% | -5.1% | +12.3% | +8.8% |
| 6M | +11.2% | -4.8% | +16.0% | +12.2% |
| YTD | +24.4% | -0.2% | +24.6% | +22.6% |
| 1Y | +6.7% | -6.6% | +13.3% | +7.8% |
| 3Y | +9.2% | -22.7% | +32.0% | +17.7% |
| 5Y | +27.4% | -22.2% | +49.6% | +34.4% |
| 10Y | +164.8% | +7.3% | +157.5% | +123.4% |
| All | +5,927.3% | +688.1% | +5,239.2% | +1,975.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling