+2,408.8%
D vs APD
+6,285.2%
-3,876.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.6% |
| 7D | +6.9% | -0.7% | +7.7% | +7.2% |
| 30D | +12.3% | +10.1% | +2.2% | +9.6% |
| 3M | +3.0% | +4.9% | -1.8% | +1.7% |
| 6M | +12.8% | +2.5% | +10.3% | +11.7% |
| YTD | +22.6% | +27.8% | -5.2% | +14.2% |
| 1Y | +21.7% | +32.9% | -11.2% | +11.9% |
| 3Y | +83.9% | +13.4% | +70.6% | +73.5% |
| 5Y | +14.0% | +12.8% | +1.1% | +6.6% |
| 10Y | +45.6% | +194.6% | -149.0% | +6.7% |
| All | +2,408.8% | +6,285.2% | -3,876.4% | +906.9% |
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 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