+208.8%
C vs APD
+188.9%
+19.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -0.4% | -0.2% | -0.1% | -0.2% |
| 30D | -5.2% | +11.0% | -16.2% | -10.5% |
| 3M | -9.1% | +2.0% | -11.1% | -10.3% |
| 6M | -1.6% | +7.1% | -8.6% | -6.1% |
| YTD | +6.9% | +29.8% | -22.8% | -9.3% |
| 1Y | +23.0% | +24.0% | -1.1% | +6.4% |
| 3Y | +216.1% | +27.2% | +189.0% | +159.1% |
| 5Y | +112.2% | +12.8% | +99.5% | +81.6% |
| 10Y | +208.8% | +185.0% | +23.8% | +36.7% |
| All | +208.8% | +188.9% | +19.9% | +36.7% |
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 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