+3,063.4%
DELL vs APD
+181.0%
+2,882.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +4.5% |
| 7D | -11.8% | -1.6% | -10.3% | -11.1% |
| 30D | -40.8% | +10.6% | -51.4% | -43.5% |
| 3M | -23.6% | +2.5% | -26.1% | -24.7% |
| 6M | +33.4% | +6.0% | +27.4% | +28.4% |
| YTD | +178.0% | +28.4% | +149.6% | +143.7% |
| 1Y | +138.6% | +22.2% | +116.4% | +113.1% |
| 3Y | +400.9% | +26.6% | +374.3% | +324.8% |
| 5Y | +580.7% | +11.8% | +569.0% | +502.1% |
| 10Y | +2,655.3% | +187.8% | +2,467.5% | +1,353.3% |
| All | +3,063.4% | +181.0% | +2,882.4% | +1,588.1% |
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