+73.3%
D vs APD
+11.7%
+61.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +3.0% | -3.7% | +6.6% | +3.7% |
| 30D | +11.5% | +9.6% | +1.9% | +9.6% |
| 3M | +3.7% | +1.6% | +2.1% | +3.4% |
| 6M | +13.5% | +2.2% | +11.4% | +13.0% |
| YTD | +20.7% | +25.9% | -5.1% | +14.6% |
| 1Y | +18.2% | +20.1% | -1.9% | +13.2% |
| 3Y | +73.3% | +12.4% | +60.9% | +63.0% |
| All | +73.3% | +11.7% | +61.6% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling