+29.2%
DOW vs APD
+6.0%
+23.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | +0.4% | +2.1% | -1.7% | -0.6% |
| 3M | -14.4% | +7.2% | -21.6% | -17.6% |
| 6M | -7.0% | +11.2% | -18.2% | -12.0% |
| YTD | +30.2% | +24.4% | +5.8% | +17.6% |
| 1Y | +29.2% | +6.7% | +22.5% | +37.0% |
| All | +29.2% | +6.0% | +23.2% | +37.0% |
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