-28.4%
DT vs APD
+25.2%
-53.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -0.5% | -4.6% | +4.1% | +0.8% |
| 30D | +0.1% | -4.2% | +4.3% | +1.3% |
| 3M | +24.1% | +5.0% | +19.1% | +21.9% |
| 6M | +30.1% | +8.9% | +21.2% | +25.4% |
| YTD | +16.8% | +21.9% | -5.1% | +7.7% |
| 1Y | -0.1% | +5.6% | -5.7% | -3.1% |
| 3Y | +6.8% | +6.9% | 0.0% | +1.9% |
| 5Y | -28.4% | +25.3% | -53.7% | -44.3% |
| All | -28.4% | +25.2% | -53.6% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling