-26.3%
APH vs APD
+6.0%
-32.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.6% | -45.1% | -47.5% |
| 7D | -48.7% | -1.4% | -47.3% | -48.4% |
| 30D | -51.9% | +2.1% | -54.0% | -51.5% |
| 3M | -43.6% | +7.2% | -50.7% | -43.2% |
| 6M | -37.5% | +11.2% | -48.8% | -36.9% |
| YTD | -38.6% | +24.4% | -63.0% | -37.7% |
| 1Y | -26.3% | +6.7% | -33.0% | -24.9% |
| All | -26.3% | +6.0% | -32.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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