+25.7%
C vs APD
+25.0%
+0.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.2% | +3.8% | +0.3% | +3.8% |
| 30D | +2.0% | +8.2% | -6.2% | +1.4% |
| 3M | -10.1% | +4.3% | -14.4% | -10.3% |
| 6M | +1.0% | +4.7% | -3.7% | +1.1% |
| YTD | +8.5% | +31.5% | -23.1% | +4.4% |
| 1Y | +25.7% | +23.5% | +2.2% | +22.2% |
| All | +25.7% | +25.0% | +0.8% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling