+82.3%
DT vs APD
+64.4%
+18.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -7.5% | -0.2% | -7.3% | -7.4% |
| 30D | -31.5% | +11.0% | -42.5% | -34.4% |
| 3M | -14.0% | +2.0% | -16.0% | -14.8% |
| 6M | +6.9% | +7.1% | -0.2% | +3.0% |
| YTD | +0.3% | +29.8% | -29.4% | -12.1% |
| 1Y | -6.9% | +24.0% | -31.0% | -17.2% |
| 3Y | -13.9% | +27.2% | -41.1% | -27.1% |
| 5Y | -39.9% | +12.8% | -52.7% | -47.6% |
| All | +82.3% | +64.4% | +18.0% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling