-48.1%
DOCS vs APD
+24.7%
-72.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -0.8% | -3.7% | +2.9% | -0.2% |
| 30D | +17.4% | +9.6% | +7.8% | +16.5% |
| 3M | +57.4% | +1.6% | +55.7% | +57.6% |
| 6M | +26.5% | +2.2% | +24.4% | +27.1% |
| YTD | -26.6% | +25.9% | -52.4% | -29.6% |
| 1Y | -48.1% | +20.1% | -68.2% | -50.0% |
| All | -48.1% | +24.7% | -72.7% | -50.0% |
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