+892.4%
APP vs APD
+11.7%
+880.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +10.0% |
| 7D | +71.2% | -3.7% | +74.9% | +71.8% |
| 30D | +39.1% | +9.6% | +29.5% | +36.4% |
| 3M | +16.5% | +1.6% | +14.9% | +15.8% |
| 6M | -16.6% | +2.2% | -18.7% | -17.4% |
| YTD | -41.9% | +25.9% | -67.8% | -46.8% |
| 1Y | -37.0% | +20.1% | -57.2% | -41.5% |
| 3Y | +892.4% | +12.4% | +880.0% | +786.1% |
| All | +892.4% | +11.7% | +880.8% | +786.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling