+668.3%
AU vs APD
+168.7%
+499.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.2% |
| 7D | -7.0% | -3.5% | -3.5% | -6.3% |
| 30D | +7.3% | -5.1% | +12.3% | +8.4% |
| 3M | +33.2% | +6.9% | +26.4% | +31.3% |
| 6M | -0.6% | +8.1% | -8.7% | -2.4% |
| YTD | +26.2% | +21.2% | +4.9% | +20.4% |
| 1Y | +68.3% | +4.9% | +63.4% | +65.5% |
| 3Y | +592.1% | +6.3% | +585.8% | +569.7% |
| 5Y | +685.3% | +24.3% | +661.0% | +635.4% |
| All | +668.3% | +168.7% | +499.6% | +674.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling