+391.7%
APP vs APD
+20.8%
+370.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | -23.3% | +2.1% | -25.4% | -24.1% |
| 3M | -42.6% | +7.2% | -49.8% | -44.7% |
| 6M | -33.6% | +11.2% | -44.9% | -37.8% |
| YTD | -52.4% | +24.4% | -76.8% | -58.8% |
| 1Y | -35.9% | +6.7% | -42.5% | -39.7% |
| 3Y | +642.2% | +9.2% | +633.0% | +570.8% |
| 5Y | +311.1% | +27.4% | +283.7% | +199.4% |
| All | +391.7% | +20.8% | +370.9% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling