+412.0%
AU vs APD
+13.7%
+398.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +4.7% | -1.2% | +5.8% | +4.9% |
| 30D | -1.5% | +11.0% | -12.6% | -4.4% |
| 3M | -5.0% | +2.6% | -7.6% | -5.8% |
| 6M | -13.5% | +4.8% | -18.3% | -14.8% |
| YTD | +11.7% | +31.0% | -19.3% | +2.5% |
| 1Y | +21.3% | +23.4% | -2.1% | +13.3% |
| 3Y | +545.0% | +28.4% | +516.6% | +480.8% |
| 5Y | +412.0% | +15.2% | +396.8% | +350.5% |
| All | +412.0% | +13.7% | +398.3% | +350.5% |
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