+187.8%
APD vs Z
-11.7%
+199.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.7% | +1.6% |
| 7D | -1.6% | -5.2% | +3.6% | -1.0% |
| 30D | +10.6% | +5.7% | +4.9% | +9.6% |
| 3M | +2.5% | -8.7% | +11.3% | +3.1% |
| 6M | +6.0% | -26.0% | +31.9% | +8.9% |
| YTD | +28.4% | -55.0% | +83.5% | +39.2% |
| 1Y | +22.2% | -58.0% | +80.1% | +33.4% |
| 3Y | +26.6% | -15.2% | +41.7% | +24.0% |
| 5Y | +11.8% | -53.8% | +65.6% | +13.7% |
| 10Y | +187.8% | -14.5% | +202.3% | +144.7% |
| All | +187.8% | -11.7% | +199.4% | +144.7% |
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