+14,519.2%
DE vs APD
+6,384.4%
+8,134.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +13.1% | +2.0% | +11.1% | +11.9% |
| 6M | +20.2% | +7.1% | +13.2% | +15.1% |
| YTD | +48.9% | +29.8% | +19.1% | +27.7% |
| 1Y | +46.6% | +24.0% | +22.6% | +28.3% |
| 3Y | +91.4% | +27.2% | +64.2% | +59.4% |
| 5Y | +108.1% | +12.8% | +95.4% | +80.7% |
| 10Y | +782.7% | +185.0% | +597.7% | +348.8% |
| All | +14,519.2% | +6,384.4% | +8,134.8% | +1,573.0% |
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