+6,274.1%
APD vs WY
+612.4%
+5,661.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | +3.8% | -0.8% | +4.6% | +4.2% |
| 30D | +8.2% | +10.1% | -1.9% | +3.8% |
| 3M | +4.3% | -15.4% | +19.7% | +11.1% |
| 6M | +4.7% | -8.3% | +13.0% | +7.2% |
| YTD | +31.5% | -9.8% | +41.4% | +34.6% |
| 1Y | +23.5% | -3.9% | +27.4% | +23.0% |
| 3Y | +29.1% | -23.3% | +52.4% | +39.0% |
| 5Y | +15.9% | -31.2% | +47.1% | +28.6% |
| 10Y | +191.9% | +5.5% | +186.4% | +147.5% |
| All | +6,274.1% | +612.4% | +5,661.6% | +2,178.7% |
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