+528.8%
APP vs APD
+24.7%
+504.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.0% |
| 7D | +79.2% | -1.6% | +80.7% | +79.7% |
| 30D | +48.0% | +10.6% | +37.4% | +41.3% |
| 3M | +18.2% | +2.5% | +15.7% | +16.3% |
| 6M | -12.5% | +6.0% | -18.5% | -15.9% |
| YTD | -39.2% | +28.4% | -67.6% | -48.3% |
| 1Y | -33.9% | +22.2% | -56.0% | -42.6% |
| 3Y | +933.3% | +26.6% | +906.7% | +758.4% |
| 5Y | +295.9% | +11.8% | +284.1% | +186.1% |
| All | +528.8% | +24.7% | +504.1% | +341.4% |
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