+117.6%
DT vs APD
+57.6%
+60.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | -3.3% | -2.2% | -1.1% | -2.4% |
| 30D | +2.0% | +2.1% | 0.0% | +1.1% |
| 3M | +20.0% | +7.2% | +12.8% | +15.9% |
| 6M | +39.3% | +11.2% | +28.0% | +31.3% |
| YTD | +19.8% | +24.4% | -4.6% | +6.8% |
| 1Y | +4.3% | +6.7% | -2.4% | -0.8% |
| 3Y | +7.7% | +9.2% | -1.5% | -2.2% |
| 5Y | -26.8% | +27.4% | -54.2% | -41.0% |
| All | +117.6% | +57.6% | +60.1% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling