-10.8%
DOW vs APD
+94.9%
-105.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.4% |
| 7D | -2.4% | -2.2% | -0.2% | -0.9% |
| 30D | +0.4% | +2.1% | -1.7% | -1.1% |
| 3M | -14.4% | +7.2% | -21.6% | -19.1% |
| 6M | -7.0% | +11.2% | -18.2% | -14.1% |
| YTD | +30.2% | +24.4% | +5.8% | +11.5% |
| 1Y | +29.2% | +6.7% | +22.5% | +21.9% |
| 3Y | -36.7% | +9.2% | -45.9% | -43.0% |
| 5Y | -37.7% | +27.4% | -65.1% | -52.1% |
| All | -10.8% | +94.9% | -105.7% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling