-31.3%
EFX vs APD
+11.0%
-42.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | +2.7% | -3.7% | +6.4% | +4.2% |
| 30D | +33.1% | +9.6% | +23.5% | +28.7% |
| 3M | +8.2% | +1.6% | +6.5% | +7.6% |
| 6M | +10.2% | +2.2% | +8.0% | +9.0% |
| YTD | -11.8% | +25.9% | -37.7% | -20.9% |
| 1Y | -6.1% | +20.1% | -26.2% | -14.3% |
| 3Y | +7.5% | +12.4% | -4.9% | -1.2% |
| All | -31.3% | +11.0% | -42.2% | -38.1% |
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