+714.7%
B vs APD
+6,285.2%
-5,570.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +1.1% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | -0.9% | +10.1% | -11.1% | -2.7% |
| 3M | -1.4% | +4.9% | -6.2% | -2.3% |
| 6M | +5.0% | +2.5% | +2.6% | +4.4% |
| YTD | -5.8% | +27.8% | -33.6% | -10.5% |
| 1Y | +25.6% | +32.9% | -7.3% | +18.3% |
| 3Y | +161.6% | +13.4% | +148.2% | +151.3% |
| 5Y | +135.2% | +12.8% | +122.4% | +124.6% |
| 10Y | +170.7% | +194.6% | -23.8% | +113.4% |
| All | +714.7% | +6,285.2% | -5,570.6% | +639.1% |
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