+3,595.6%
DLR vs APD
+942.8%
+2,652.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.6% | -2.2% | +3.8% | +2.7% |
| 30D | -3.4% | +2.1% | -5.4% | -4.5% |
| 3M | +0.5% | +7.2% | -6.7% | -3.7% |
| 6M | +4.6% | +11.2% | -6.7% | -2.0% |
| YTD | +23.4% | +24.4% | -1.0% | +8.9% |
| 1Y | +19.0% | +6.7% | +12.4% | +12.5% |
| 3Y | +56.5% | +9.2% | +47.3% | +40.6% |
| 5Y | +33.3% | +27.4% | +6.0% | +8.1% |
| 10Y | +165.1% | +164.8% | +0.3% | +30.8% |
| All | +3,595.6% | +942.8% | +2,652.9% | +687.9% |
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