+6.7%
APD vs Z
-58.8%
+65.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -1.0% |
| 7D | -2.2% | -3.0% | +0.8% | -2.2% |
| 30D | +2.1% | -4.2% | +6.3% | +2.0% |
| 3M | +7.2% | -3.7% | +10.9% | +7.0% |
| 6M | +11.2% | -24.5% | +35.8% | +10.7% |
| YTD | +24.4% | -49.3% | +73.7% | +27.1% |
| 1Y | +6.7% | -58.7% | +65.3% | +12.5% |
| All | +6.7% | -58.8% | +65.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling