+883.4%
APH vs APD
+185.9%
+697.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.8% |
| 7D | -5.9% | -3.7% | -2.3% | -4.4% |
| 30D | -14.8% | +9.6% | -24.4% | -18.4% |
| 3M | -12.4% | +1.6% | -14.1% | -13.5% |
| 6M | +8.1% | +2.2% | +5.9% | +6.0% |
| YTD | +10.9% | +25.9% | -14.9% | -2.2% |
| 1Y | +8.8% | +20.1% | -11.4% | -2.5% |
| 3Y | +262.1% | +12.4% | +249.7% | +221.8% |
| 5Y | +283.1% | +11.1% | +272.0% | +235.6% |
| All | +883.4% | +185.9% | +697.5% | +420.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling