+84.4%
DT vs APD
+62.7%
+21.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.4% |
| 7D | -20.2% | -1.6% | -18.7% | -19.6% |
| 30D | -30.8% | +10.6% | -41.4% | -33.6% |
| 3M | -10.2% | +2.5% | -12.7% | -11.2% |
| 6M | +8.0% | +6.0% | +2.1% | +4.6% |
| YTD | +1.5% | +28.4% | -27.0% | -10.8% |
| 1Y | -6.9% | +22.2% | -29.0% | -16.6% |
| 3Y | -10.9% | +26.6% | -37.5% | -24.5% |
| 5Y | -42.2% | +11.8% | -53.9% | -49.3% |
| All | +84.4% | +62.7% | +21.7% | +27.2% |
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