+14,609.3%
DE vs APD
+6,115.6%
+8,493.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.4% |
| 7D | +10.0% | -2.2% | +12.2% | +11.3% |
| 30D | +13.3% | +2.1% | +11.2% | +12.0% |
| 3M | +17.5% | +7.2% | +10.3% | +12.5% |
| 6M | +13.6% | +11.2% | +2.3% | +6.3% |
| YTD | +49.8% | +24.4% | +25.4% | +31.5% |
| 1Y | +47.9% | +6.7% | +41.2% | +39.7% |
| 3Y | +72.5% | +9.2% | +63.3% | +55.2% |
| 5Y | +90.2% | +27.4% | +62.9% | +54.0% |
| 10Y | +865.4% | +164.8% | +700.5% | +410.2% |
| All | +14,609.3% | +6,115.6% | +8,493.6% | +1,622.4% |
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