+223.5%
C vs APD
+185.9%
+37.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | -2.4% | -3.7% | +1.3% | -0.4% |
| 30D | -6.0% | +9.6% | -15.6% | -10.6% |
| 3M | -10.5% | +1.6% | -12.2% | -11.6% |
| 6M | -5.7% | +2.2% | -7.9% | -7.8% |
| YTD | +4.1% | +25.9% | -21.7% | -10.2% |
| 1Y | +20.5% | +20.1% | +0.3% | +6.1% |
| 3Y | +208.1% | +12.4% | +195.7% | +170.3% |
| 5Y | +110.4% | +11.1% | +99.3% | +80.8% |
| All | +223.5% | +185.9% | +37.6% | +40.9% |
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