+190.8%
EQT vs APD
+22.2%
+168.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | -2.0% | -3.3% | +1.3% | -0.9% |
| 30D | 0.0% | -4.2% | +4.2% | +1.4% |
| 3M | +5.9% | +5.4% | +0.5% | +3.8% |
| 6M | -14.8% | +6.3% | -21.0% | -16.9% |
| YTD | +1.8% | +20.3% | -18.6% | -5.2% |
| 1Y | +7.4% | +1.6% | +5.8% | +5.9% |
| 3Y | +33.6% | +4.0% | +29.6% | +28.7% |
| All | +190.8% | +22.2% | +168.5% | +128.8% |
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