+261.6%
APP vs APD
+15.3%
+246.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.9% | +34.0% | +32.2% |
| 7D | +39.7% | -0.7% | +40.4% | +39.5% |
| 30D | +27.7% | +10.1% | +17.6% | +21.9% |
| 3M | -14.8% | +4.9% | -19.6% | -17.2% |
| 6M | -25.5% | +2.5% | -28.0% | -27.4% |
| YTD | -47.2% | +27.8% | -74.9% | -55.3% |
| 1Y | -42.3% | +32.9% | -75.2% | -53.1% |
| 3Y | +806.8% | +13.4% | +793.4% | +695.2% |
| 5Y | +261.6% | +12.8% | +248.8% | +139.6% |
| All | +261.6% | +15.3% | +246.4% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling