+1,163.5%
C vs APD
+6,115.6%
-4,952.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +3.6% | -2.2% | +5.8% | +5.0% |
| 30D | +0.1% | +2.1% | -2.0% | -1.4% |
| 3M | +2.4% | +7.2% | -4.8% | -2.8% |
| 6M | +24.9% | +11.2% | +13.7% | +15.2% |
| YTD | +19.8% | +24.4% | -4.6% | +2.5% |
| 1Y | +44.9% | +6.7% | +38.2% | +34.8% |
| 3Y | +263.0% | +9.2% | +253.7% | +218.2% |
| 5Y | +129.5% | +27.4% | +102.2% | +76.7% |
| 10Y | +291.6% | +164.8% | +126.8% | +84.2% |
| All | +1,163.5% | +6,115.6% | -4,952.1% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling