-6.2%
DOW vs APD
+101.3%
-107.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.8% |
| 7D | -9.4% | -1.6% | -7.9% | -8.6% |
| 30D | +8.9% | +10.6% | -1.7% | +1.7% |
| 3M | +6.7% | +2.5% | +4.2% | +4.8% |
| 6M | -14.2% | +6.0% | -20.1% | -18.3% |
| YTD | +36.9% | +28.4% | +8.5% | +14.5% |
| 1Y | +45.8% | +22.2% | +23.6% | +25.5% |
| 3Y | -23.9% | +26.6% | -50.5% | -37.8% |
| 5Y | -30.8% | +11.8% | -42.5% | -39.9% |
| All | -6.2% | +101.3% | -107.5% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling