-29.8%
DOW vs APD
+9.9%
-39.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | -9.5% | -3.7% | -5.8% | -7.8% |
| 30D | +13.1% | +9.6% | +3.5% | +7.8% |
| 3M | +4.8% | +1.6% | +3.2% | +3.9% |
| 6M | -16.7% | +2.2% | -18.8% | -18.0% |
| YTD | +38.9% | +25.9% | +13.0% | +22.8% |
| 1Y | +48.3% | +20.1% | +28.1% | +33.8% |
| 3Y | -24.4% | +12.4% | -36.7% | -29.9% |
| All | -29.8% | +9.9% | -39.7% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling