+235.9%
DIA vs APD
+187.0%
+48.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +1.1% | +11.0% | -9.9% | -3.2% |
| 3M | -2.9% | +1.3% | -4.2% | -3.5% |
| 6M | +5.9% | +6.4% | -0.5% | +2.6% |
| YTD | +9.8% | +28.9% | -19.1% | -2.7% |
| 1Y | +11.7% | +23.2% | -11.5% | +0.6% |
| 3Y | +59.5% | +26.3% | +33.2% | +37.5% |
| 5Y | +57.5% | +12.0% | +45.5% | +40.3% |
| 10Y | +235.9% | +183.2% | +52.8% | +75.3% |
| All | +235.9% | +187.0% | +48.9% | +75.3% |
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