+130.7%
C vs APD
+27.6%
+103.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.6% | -2.2% | +5.8% | +4.4% |
| 30D | +0.1% | +2.1% | -2.0% | -0.7% |
| 3M | +2.4% | +7.2% | -4.8% | -0.4% |
| 6M | +24.9% | +11.2% | +13.7% | +19.4% |
| YTD | +19.8% | +24.4% | -4.6% | +9.5% |
| 1Y | +44.9% | +6.7% | +38.2% | +40.0% |
| 3Y | +263.0% | +9.2% | +253.7% | +243.0% |
| All | +130.7% | +27.6% | +103.1% | +81.2% |
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 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