-39.3%
APP vs APD
+22.2%
-61.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.3% |
| 7D | +61.1% | -0.2% | +61.3% | +61.1% |
| 30D | +42.8% | +11.0% | +31.7% | +52.4% |
| 3M | +16.7% | +1.3% | +15.3% | +17.8% |
| 6M | -15.6% | +6.4% | -21.9% | -12.7% |
| YTD | -41.3% | +28.9% | -70.2% | -29.3% |
| 1Y | -39.3% | +23.2% | -62.5% | -26.9% |
| All | -39.3% | +22.2% | -61.5% | -26.9% |
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