+47.0%
DOW vs APD
+21.8%
+25.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.4% |
| 7D | -9.4% | -1.6% | -7.9% | -8.7% |
| 30D | +8.9% | +10.6% | -1.7% | +3.4% |
| 3M | +6.7% | +2.5% | +4.2% | +5.3% |
| 6M | -14.2% | +6.0% | -20.1% | -16.3% |
| YTD | +36.9% | +28.4% | +8.5% | +20.9% |
| All | +47.0% | +21.8% | +25.2% | +31.0% |
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