-12.8%
DT vs APD
+29.7%
-42.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.1% | +3.8% | -0.7% | +2.7% |
| 30D | -29.5% | +8.2% | -37.7% | -30.1% |
| 3M | -11.7% | +4.3% | -16.0% | -12.1% |
| 6M | +29.0% | +4.7% | +24.3% | +28.5% |
| YTD | +3.4% | +31.5% | -28.2% | -1.4% |
| 1Y | -4.2% | +23.5% | -27.8% | -7.6% |
| 3Y | -12.8% | +29.1% | -42.0% | -12.5% |
| All | -12.8% | +29.7% | -42.6% | -12.5% |
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