+32.3%
DLR vs APD
+11.0%
+21.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -3.6% | -3.7% | +0.1% | -2.5% |
| 30D | -3.5% | +9.6% | -13.1% | -6.1% |
| 3M | -8.9% | +1.6% | -10.6% | -9.5% |
| 6M | -11.6% | +2.2% | -13.7% | -12.5% |
| YTD | +14.9% | +25.9% | -11.0% | +5.4% |
| 1Y | +6.4% | +20.1% | -13.7% | -1.0% |
| 3Y | +47.3% | +12.4% | +34.9% | +37.0% |
| All | +32.3% | +11.0% | +21.3% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling