-55.4%
APP vs APD
+36.4%
-91.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +11.7% |
| 7D | +4.5% | +3.8% | +0.7% | +6.6% |
| 30D | -3.6% | +14.1% | -17.7% | +3.3% |
| 3M | -35.3% | +8.2% | -43.4% | -32.2% |
| 6M | -42.8% | +7.5% | -50.3% | -40.8% |
| YTD | -59.7% | +31.7% | -91.3% | -52.9% |
| 1Y | -55.4% | +35.1% | -90.4% | -47.1% |
| All | -55.4% | +36.4% | -91.7% | -47.1% |
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