+206.6%
C vs APD
+13.4%
+193.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -4.3% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -7.3% | +10.1% | -17.5% | -9.5% |
| 3M | -13.5% | +4.9% | -18.3% | -14.6% |
| 6M | -6.5% | +2.5% | -8.9% | -7.2% |
| YTD | +3.6% | +27.8% | -24.2% | -3.9% |
| 1Y | +18.9% | +32.9% | -14.0% | +8.4% |
| All | +206.6% | +13.4% | +193.2% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling