+208.6%
B vs APD
+188.9%
+19.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | +7.1% | -0.2% | +7.4% | +7.2% |
| 30D | -3.3% | +11.0% | -14.4% | -5.6% |
| 3M | -2.5% | +2.0% | -4.5% | -3.1% |
| 6M | -7.2% | +7.1% | -14.3% | -8.7% |
| YTD | -7.4% | +29.8% | -37.1% | -13.0% |
| 1Y | +16.4% | +24.0% | -7.6% | +10.3% |
| 3Y | +178.7% | +27.2% | +151.5% | +159.2% |
| 5Y | +121.7% | +12.8% | +108.9% | +110.3% |
| 10Y | +208.6% | +185.0% | +23.6% | +158.2% |
| All | +208.6% | +188.9% | +19.7% | +158.2% |
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