-10.9%
DOW vs APD
+91.0%
-102.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | 0.0% |
| 7D | -6.0% | -4.6% | -1.4% | -3.0% |
| 30D | -2.7% | -4.2% | +1.5% | 0.0% |
| 3M | -10.5% | +5.0% | -15.5% | -14.2% |
| 6M | -12.4% | +8.9% | -21.4% | -18.0% |
| YTD | +30.0% | +21.9% | +8.1% | +12.8% |
| 1Y | +27.8% | +5.6% | +22.2% | +21.4% |
| 3Y | -34.9% | +6.9% | -41.8% | -40.5% |
| 5Y | -35.9% | +25.3% | -61.2% | -50.2% |
| All | -10.9% | +91.0% | -102.0% | -39.5% |
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