+110.9%
DT vs APD
+55.7%
+55.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -4.9% | -2.5% | -2.4% | -3.9% |
| 30D | +2.7% | -1.9% | +4.6% | +3.5% |
| 3M | +20.0% | +8.2% | +11.7% | +15.4% |
| 6M | +28.0% | +10.7% | +17.3% | +20.9% |
| YTD | +16.0% | +22.9% | -6.9% | +4.0% |
| 1Y | +0.7% | +5.8% | -5.1% | -3.9% |
| 3Y | +6.2% | +7.8% | -1.6% | -2.9% |
| 5Y | -28.1% | +26.1% | -54.2% | -41.8% |
| All | +110.9% | +55.7% | +55.2% | +48.3% |
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