-35.2%
EFX vs APD
+26.2%
-61.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -7.8% | -2.5% | -5.3% | -6.9% |
| 30D | -5.7% | -1.9% | -3.8% | -5.0% |
| 3M | +2.5% | +8.2% | -5.7% | -0.7% |
| 6M | -16.7% | +10.7% | -27.4% | -20.6% |
| YTD | -20.2% | +22.9% | -43.1% | -27.8% |
| 1Y | -31.4% | +5.8% | -37.2% | -33.9% |
| 3Y | -10.5% | +7.8% | -18.3% | -16.1% |
| 5Y | -35.2% | +26.1% | -61.3% | -46.4% |
| All | -35.2% | +26.2% | -61.4% | -46.4% |
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