+200.4%
B vs APD
+9.1%
+191.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | +9.4% | +2.1% | +7.3% | +8.9% |
| 3M | +5.0% | +7.2% | -2.2% | +3.4% |
| 6M | -3.5% | +11.2% | -14.8% | -5.7% |
| YTD | +4.5% | +24.4% | -19.9% | -0.7% |
| 1Y | +67.8% | +6.7% | +61.1% | +65.9% |
| All | +200.4% | +9.1% | +191.3% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling