+48.3%
D vs APD
+188.9%
-140.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +10.9% | +11.0% | -0.1% | +6.8% |
| 3M | +2.8% | +2.0% | +0.9% | +2.0% |
| 6M | +12.7% | +7.1% | +5.6% | +9.3% |
| YTD | +20.3% | +29.8% | -9.4% | +8.0% |
| 1Y | +17.1% | +24.0% | -6.9% | +6.5% |
| 3Y | +75.1% | +27.2% | +48.0% | +53.4% |
| 5Y | +13.1% | +12.8% | +0.4% | +2.2% |
| 10Y | +48.3% | +185.0% | -136.8% | -7.4% |
| All | +48.3% | +188.9% | -140.6% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling