+16.5%
APH vs APD
+25.0%
-8.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | +4.9% | +3.8% | +1.0% | +5.1% |
| 30D | -5.4% | +8.2% | -13.6% | -4.9% |
| 3M | -5.5% | +4.3% | -9.7% | -5.2% |
| 6M | +25.9% | +4.7% | +21.2% | +24.1% |
| YTD | +16.4% | +31.5% | -15.2% | +16.3% |
| 1Y | +16.5% | +23.5% | -7.0% | +16.9% |
| All | +16.5% | +25.0% | -8.5% | +16.9% |
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