+185.0%
APD vs Z
-19.5%
+204.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.0% |
| 7D | -0.2% | -6.5% | +6.2% | +0.5% |
| 30D | +11.0% | -0.1% | +11.1% | +10.8% |
| 3M | +2.0% | -14.1% | +16.1% | +3.3% |
| 6M | +7.1% | -30.1% | +37.1% | +10.7% |
| YTD | +29.8% | -57.5% | +87.3% | +41.6% |
| 1Y | +24.0% | -60.3% | +84.4% | +36.4% |
| 3Y | +27.2% | -21.0% | +48.2% | +25.6% |
| 5Y | +12.8% | -54.9% | +67.7% | +15.0% |
| 10Y | +185.0% | -16.0% | +201.0% | +142.3% |
| All | +185.0% | -19.5% | +204.5% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling