-1.7%
B vs APD
+1.7%
-3.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +9.6% | -3.7% | +13.3% | +11.0% |
| 30D | +3.5% | +9.6% | -6.1% | -0.3% |
| 3M | -1.6% | +1.6% | -3.2% | -3.1% |
| 6M | -1.7% | +2.2% | -3.8% | +5.8% |
| All | -1.7% | +1.7% | -3.4% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling