+14,606.5%
DE vs APD
+6,445.2%
+8,161.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +2.3% | -1.2% | +3.4% | +2.9% |
| 30D | +9.3% | +11.0% | -1.7% | +3.4% |
| 3M | +12.2% | +2.6% | +9.6% | +10.6% |
| 6M | +18.1% | +4.8% | +13.2% | +14.4% |
| YTD | +49.8% | +31.0% | +18.8% | +27.8% |
| 1Y | +46.4% | +23.4% | +23.0% | +28.5% |
| 3Y | +92.5% | +28.4% | +64.2% | +59.6% |
| 5Y | +107.4% | +15.2% | +92.2% | +77.9% |
| 10Y | +784.1% | +190.7% | +593.4% | +344.7% |
| All | +14,606.5% | +6,445.2% | +8,161.3% | +1,574.6% |
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