+51.9%
DOW vs APD
+36.4%
+15.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -4.0% |
| 7D | -4.2% | +3.8% | -8.0% | -5.7% |
| 30D | +14.7% | +14.1% | +0.6% | +8.5% |
| 3M | +9.1% | +8.2% | +0.9% | +5.5% |
| 6M | -17.7% | +7.5% | -25.2% | -19.7% |
| YTD | +44.6% | +31.7% | +13.0% | +32.4% |
| 1Y | +51.9% | +35.1% | +16.8% | +37.8% |
| All | +51.9% | +36.4% | +15.5% | +37.8% |
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