+112.4%
C vs APD
+12.1%
+100.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.8% |
| 7D | -0.9% | -1.6% | +0.6% | -0.4% |
| 30D | -5.4% | +10.6% | -16.0% | -8.6% |
| 3M | -9.2% | +2.5% | -11.7% | -10.0% |
| 6M | -1.8% | +6.0% | -7.8% | -4.2% |
| YTD | +6.7% | +28.4% | -21.8% | -3.6% |
| 1Y | +23.5% | +22.2% | +1.4% | +13.4% |
| 3Y | +219.8% | +26.6% | +193.2% | +185.6% |
| 5Y | +112.4% | +11.8% | +100.6% | +71.7% |
| All | +112.4% | +12.1% | +100.3% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling