-5.7%
DT vs APD
+36.4%
-42.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.2% |
| 7D | -25.5% | +3.8% | -29.3% | -25.1% |
| 30D | -22.3% | +14.1% | -36.4% | -20.7% |
| 3M | +2.3% | +8.2% | -5.9% | +3.7% |
| 6M | +20.7% | +7.5% | +13.2% | +22.5% |
| YTD | +7.9% | +31.7% | -23.7% | +10.4% |
| 1Y | -5.7% | +35.1% | -40.8% | -3.8% |
| All | -5.7% | +36.4% | -42.1% | -3.8% |
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