+788.4%
AU vs APD
+1,779.8%
-991.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +23.9% | +2.1% | +21.8% | +23.1% |
| 3M | +19.1% | +7.2% | +11.9% | +16.5% |
| 6M | -0.2% | +11.2% | -11.4% | -3.5% |
| YTD | +32.5% | +24.4% | +8.1% | +23.3% |
| 1Y | +96.9% | +6.7% | +90.3% | +91.1% |
| 3Y | +614.7% | +9.2% | +605.5% | +576.5% |
| 5Y | +647.7% | +27.4% | +620.4% | +571.2% |
| 10Y | +679.2% | +164.8% | +514.4% | +436.9% |
| All | +788.4% | +1,779.8% | -991.4% | +331.0% |
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