+192.8%
APD vs Z
-19.3%
+212.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +2.2% | -4.9% | +7.1% | +2.7% |
| 30D | +9.4% | +3.0% | +6.5% | +8.8% |
| 3M | +4.7% | -13.4% | +18.1% | +5.9% |
| 6M | +5.5% | -27.3% | +32.8% | +8.6% |
| YTD | +31.4% | -57.8% | +89.2% | +43.5% |
| 1Y | +24.1% | -60.0% | +84.1% | +36.3% |
| 3Y | +28.8% | -21.5% | +50.3% | +27.3% |
| 5Y | +15.8% | -55.0% | +70.7% | +18.1% |
| All | +192.8% | -19.3% | +212.1% | +148.1% |
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