+195.3%
B vs APD
+27.3%
+168.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | +11.3% | -1.6% | +12.9% | +11.7% |
| 30D | +2.9% | +10.6% | -7.7% | +0.8% |
| 3M | -2.9% | +2.5% | -5.4% | -3.5% |
| 6M | -1.2% | +6.0% | -7.2% | -2.4% |
| YTD | -1.3% | +28.4% | -29.8% | -6.7% |
| 1Y | +30.4% | +22.2% | +8.3% | +24.6% |
| 3Y | +195.3% | +26.6% | +168.7% | +179.7% |
| All | +195.3% | +27.3% | +168.0% | +179.7% |
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