+35.8%
EQT vs APD
+5.8%
+30.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -3.5% | +2.3% | -0.3% |
| 30D | +1.1% | -5.1% | +6.1% | +2.4% |
| 3M | +4.8% | +6.9% | -2.1% | +2.9% |
| 6M | -10.6% | +8.1% | -18.7% | -12.5% |
| YTD | +3.4% | +21.2% | -17.8% | -2.0% |
| 1Y | +8.7% | +4.9% | +3.8% | +6.7% |
| All | +35.8% | +5.8% | +30.0% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling