+520.8%
APP vs APD
+27.2%
+493.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +48.9% | -1.2% | +50.1% | +49.1% |
| 30D | +49.4% | +11.0% | +38.4% | +42.5% |
| 3M | +27.0% | +2.6% | +24.4% | +25.0% |
| 6M | -15.4% | +4.8% | -20.2% | -18.1% |
| YTD | -39.9% | +31.0% | -70.9% | -49.3% |
| 1Y | -32.0% | +23.4% | -55.3% | -41.0% |
| 3Y | +824.3% | +28.4% | +796.0% | +664.6% |
| 5Y | +252.4% | +15.2% | +237.2% | +153.0% |
| All | +520.8% | +27.2% | +493.6% | +332.4% |
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