+12.1%
DIA vs APD
+21.8%
-9.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.9% |
| 7D | +0.8% | -1.6% | +2.3% | +0.9% |
| 30D | +1.4% | +10.6% | -9.2% | +0.7% |
| 3M | -2.7% | +2.5% | -5.2% | -2.9% |
| 6M | +6.2% | +6.0% | +0.3% | +5.8% |
| YTD | +10.1% | +28.4% | -18.3% | +6.8% |
| All | +12.1% | +21.8% | -9.7% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling