+400.9%
DELL vs APD
+27.3%
+373.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.1% |
| 7D | -11.8% | -1.6% | -10.3% | -11.6% |
| 30D | -40.8% | +10.6% | -51.4% | -41.8% |
| 3M | -23.6% | +2.5% | -26.1% | -23.9% |
| 6M | +33.4% | +6.0% | +27.4% | +31.6% |
| YTD | +178.0% | +28.4% | +149.6% | +161.5% |
| 1Y | +138.6% | +22.2% | +116.4% | +126.8% |
| 3Y | +400.9% | +26.6% | +374.3% | +393.7% |
| All | +400.9% | +27.3% | +373.6% | +393.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling