+3,313.5%
DELL vs APD
+186.6%
+3,126.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.8% | +11.3% |
| 7D | +0.4% | -1.2% | +1.5% | +1.1% |
| 30D | -35.1% | +11.0% | -46.2% | -38.1% |
| 3M | -15.1% | +2.6% | -17.7% | -16.3% |
| 6M | +51.7% | +4.8% | +46.9% | +47.1% |
| YTD | +200.0% | +31.0% | +169.0% | +160.9% |
| 1Y | +172.1% | +23.4% | +148.8% | +142.4% |
| 3Y | +431.2% | +28.4% | +402.8% | +348.3% |
| 5Y | +633.1% | +15.2% | +617.9% | +539.5% |
| 10Y | +2,886.3% | +190.7% | +2,695.7% | +1,468.1% |
| All | +3,313.5% | +186.6% | +3,126.9% | +1,706.9% |
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