+96.4%
DE vs APD
+26.2%
+70.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.4% |
| 7D | +0.7% | -2.5% | +3.2% | +1.6% |
| 30D | +9.6% | -1.9% | +11.5% | +10.4% |
| 3M | +19.0% | +8.2% | +10.7% | +15.1% |
| 6M | +16.1% | +10.7% | +5.3% | +11.2% |
| YTD | +47.0% | +22.9% | +24.1% | +35.0% |
| 1Y | +43.1% | +5.8% | +37.4% | +38.8% |
| 3Y | +77.5% | +7.8% | +69.7% | +69.5% |
| 5Y | +96.4% | +26.1% | +70.2% | +55.8% |
| All | +96.4% | +26.2% | +70.1% | +55.8% |
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 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