+15.9%
D vs APD
+25.0%
-9.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | +3.8% | -5.2% | -1.6% |
| 30D | +7.7% | +8.2% | -0.5% | +7.4% |
| 3M | -0.3% | +4.3% | -4.6% | -0.6% |
| 6M | +10.1% | +4.7% | +5.4% | +10.1% |
| YTD | +19.1% | +31.5% | -12.5% | +19.4% |
| 1Y | +15.9% | +23.5% | -7.6% | +16.2% |
| All | +15.9% | +25.0% | -9.1% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling