+45.6%
DE vs APD
+5.6%
+40.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | +9.7% | -5.1% | +14.8% | +10.7% |
| 3M | +21.4% | +6.9% | +14.5% | +19.6% |
| 6M | +15.0% | +8.1% | +6.9% | +13.3% |
| YTD | +46.4% | +21.2% | +25.2% | +41.3% |
| 1Y | +45.6% | +4.9% | +40.8% | +44.8% |
| All | +45.6% | +5.6% | +40.0% | +44.8% |
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 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