+2,271.9%
D vs APD
+6,115.6%
-3,843.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | -2.2% | +2.7% | +1.0% |
| 30D | -3.6% | +2.1% | -5.7% | -4.1% |
| 3M | -1.0% | +7.2% | -8.2% | -3.1% |
| 6M | +6.3% | +11.2% | -5.0% | +3.0% |
| YTD | +14.7% | +24.4% | -9.7% | +7.7% |
| 1Y | +16.9% | +6.7% | +10.3% | +13.8% |
| 3Y | +56.8% | +9.2% | +47.6% | +49.5% |
| 5Y | +5.2% | +27.4% | -22.2% | -4.7% |
| 10Y | +35.9% | +164.8% | -129.0% | +2.1% |
| All | +2,271.9% | +6,115.6% | -3,843.7% | +858.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling