+238.8%
EQX vs APD
+121.6%
+117.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -3.2% | -3.3% | +0.1% | -2.4% |
| 30D | +7.8% | -4.2% | +11.9% | +8.9% |
| 3M | +21.3% | +5.4% | +15.9% | +19.6% |
| 6M | -22.4% | +6.3% | -28.7% | -23.8% |
| YTD | -11.3% | +20.3% | -31.6% | -16.1% |
| 1Y | +13.5% | +1.6% | +11.9% | +12.2% |
| 3Y | +162.1% | +4.0% | +158.1% | +153.1% |
| 5Y | +84.2% | +23.3% | +60.9% | +70.4% |
| All | +238.8% | +121.6% | +117.2% | +410.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling