+4,177.7%
DELL vs APD
+162.9%
+4,014.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +8.7% | -4.6% | +13.3% | +10.9% |
| 30D | +16.9% | -4.2% | +21.1% | +19.0% |
| 3M | +40.4% | +5.0% | +35.4% | +36.6% |
| 6M | +267.1% | +8.9% | +258.1% | +249.3% |
| YTD | +329.1% | +21.9% | +307.2% | +286.0% |
| 1Y | +346.9% | +5.6% | +341.4% | +327.2% |
| 3Y | +696.6% | +6.9% | +689.8% | +633.7% |
| 5Y | +1,106.2% | +25.3% | +1,080.8% | +899.1% |
| 10Y | +4,177.7% | +169.1% | +4,008.7% | +2,174.4% |
| All | +4,177.7% | +162.9% | +4,014.8% | +2,174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling