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  • DLR vs APD✓SelectedUSD · APDDLR vs APD performance historyLatest closeAs of+0.32%09/04
Stock and ETF performance explorer

DLR vs APD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,595.6%
APD return
+942.8%
Excess return
+2,652.9%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAPDExcessAlpha
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