+796.3%
AU vs APD
+191.9%
+604.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -7.2% | +3.8% | -11.0% | -7.9% |
| 30D | -2.9% | +8.2% | -11.1% | -4.5% |
| 3M | -8.7% | +4.3% | -12.9% | -9.6% |
| 6M | -14.1% | +4.7% | -18.8% | -15.1% |
| YTD | +4.8% | +31.5% | -26.8% | -1.6% |
| 1Y | +11.9% | +23.5% | -11.7% | +6.5% |
| 3Y | +513.8% | +29.1% | +484.7% | +471.9% |
| 5Y | +379.3% | +15.9% | +363.4% | +350.8% |
| All | +796.3% | +191.9% | +604.4% | +848.9% |
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