-14.9%
DPZ vs APD
+24.7%
-39.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -1.8% |
| 7D | +6.6% | -3.7% | +10.2% | +7.4% |
| 30D | +10.3% | +9.6% | +0.7% | +8.3% |
| 3M | -6.2% | +1.6% | -7.8% | -6.4% |
| 6M | +4.2% | +2.2% | +2.1% | +4.0% |
| YTD | -18.4% | +25.9% | -44.3% | -22.0% |
| 1Y | -14.9% | +20.1% | -35.1% | -18.8% |
| All | -14.9% | +24.7% | -39.6% | -18.8% |
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