+108.1%
DE vs APD
+13.1%
+95.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +10.7% | +11.0% | -0.3% | +6.6% |
| 3M | +13.1% | +2.0% | +11.1% | +12.3% |
| 6M | +20.2% | +7.1% | +13.2% | +16.8% |
| YTD | +48.9% | +29.8% | +19.1% | +34.1% |
| 1Y | +46.6% | +24.0% | +22.6% | +34.0% |
| 3Y | +91.4% | +27.2% | +64.2% | +71.1% |
| 5Y | +108.1% | +12.8% | +95.4% | +78.5% |
| All | +108.1% | +13.1% | +95.0% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling