+49.1%
D vs APD
+191.9%
-142.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | +3.8% | -5.2% | -2.7% |
| 30D | +7.7% | +8.2% | -0.5% | +4.7% |
| 3M | -0.3% | +4.3% | -4.6% | -1.9% |
| 6M | +10.1% | +4.7% | +5.4% | +7.7% |
| YTD | +19.1% | +31.5% | -12.5% | +6.3% |
| 1Y | +15.9% | +23.5% | -7.6% | +5.6% |
| 3Y | +75.0% | +29.1% | +45.9% | +52.4% |
| 5Y | +13.4% | +15.9% | -2.5% | +1.3% |
| All | +49.1% | +191.9% | -142.8% | -5.9% |
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