+67.0%
APO vs APD
+11.0%
+56.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +0.8% | -3.7% | +4.4% | +2.5% |
| 30D | +1.0% | +9.6% | -8.6% | -2.6% |
| 3M | -8.4% | +1.6% | -10.0% | -8.9% |
| 6M | -9.1% | +2.2% | -11.3% | -10.2% |
| YTD | -18.3% | +25.9% | -44.2% | -27.1% |
| 1Y | -8.0% | +20.1% | -28.1% | -16.4% |
| 3Y | +47.1% | +12.4% | +34.7% | +36.1% |
| All | +67.0% | +11.0% | +56.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling