+6,459.5%
EFX vs APD
+6,115.6%
+343.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | -8.6% | -2.2% | -6.4% | -7.8% |
| 30D | +0.1% | +2.1% | -2.0% | -0.7% |
| 3M | +3.8% | +7.2% | -3.3% | +0.8% |
| 6M | -13.5% | +11.2% | -24.8% | -17.8% |
| YTD | -17.7% | +24.4% | -42.1% | -25.5% |
| 1Y | -25.6% | +6.7% | -32.2% | -28.8% |
| 3Y | -12.1% | +9.2% | -21.3% | -18.3% |
| 5Y | -33.8% | +27.4% | -61.2% | -42.5% |
| 10Y | +45.1% | +164.8% | -119.7% | -7.8% |
| All | +6,459.5% | +6,115.6% | +343.9% | +1,219.2% |
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