-8.1%
DT vs APD
+11.7%
-19.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -24.7% | -3.7% | -21.0% | -24.4% |
| 30D | -27.4% | +9.6% | -37.0% | -27.9% |
| 3M | -11.1% | +1.6% | -12.8% | -11.2% |
| 6M | +13.7% | +2.2% | +11.5% | +13.5% |
| YTD | +0.2% | +25.9% | -25.6% | -3.0% |
| 1Y | -5.7% | +20.1% | -25.8% | -8.2% |
| 3Y | -8.1% | +12.4% | -20.5% | -8.8% |
| All | -8.1% | +11.7% | -19.8% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling