+43.8%
D vs APD
+192.6%
-148.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -1.3% |
| 7D | +0.8% | -1.6% | +2.3% | +1.3% |
| 30D | +10.7% | +10.6% | +0.1% | +6.8% |
| 3M | +2.3% | +2.5% | -0.2% | +1.2% |
| 6M | +12.5% | +6.0% | +6.5% | +9.5% |
| YTD | +20.1% | +28.4% | -8.3% | +8.2% |
| 1Y | +15.6% | +22.2% | -6.6% | +5.7% |
| 3Y | +75.2% | +26.6% | +48.6% | +53.7% |
| 5Y | +14.6% | +11.8% | +2.8% | +3.9% |
| 10Y | +43.8% | +187.8% | -144.0% | -6.8% |
| All | +43.8% | +192.6% | -148.8% | -6.8% |
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