+446.2%
APP vs APD
+24.1%
+422.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.1% |
| 3M | -14.8% | +4.9% | -19.6% | -17.1% |
| 6M | -25.5% | +2.5% | -28.0% | -27.3% |
| YTD | -47.2% | +27.8% | -74.9% | -55.0% |
| 1Y | -42.3% | +32.9% | -75.2% | -52.6% |
| 3Y | +806.8% | +13.4% | +793.4% | +700.5% |
| 5Y | +261.6% | +12.8% | +248.8% | +161.7% |
| All | +446.2% | +24.1% | +422.1% | +284.3% |
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