+700.5%
AU vs APD
+25.2%
+675.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | +0.6% | -4.6% | +5.2% | +1.9% |
| 30D | +12.3% | -4.2% | +16.5% | +13.5% |
| 3M | +29.4% | +5.0% | +24.4% | +27.5% |
| 6M | +3.2% | +8.9% | -5.7% | +0.5% |
| YTD | +31.8% | +21.9% | +9.9% | +23.5% |
| 1Y | +83.4% | +5.6% | +77.8% | +79.3% |
| 3Y | +623.1% | +6.9% | +616.2% | +591.1% |
| 5Y | +700.5% | +25.3% | +675.2% | +610.5% |
| All | +700.5% | +25.2% | +675.3% | +610.5% |
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