+19,963.1%
ETN vs APD
+6,115.6%
+13,847.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.9% |
| 7D | +2.0% | -2.2% | +4.2% | +3.1% |
| 30D | -7.9% | +2.1% | -10.0% | -9.0% |
| 3M | -1.6% | +7.2% | -8.8% | -5.5% |
| 6M | +16.9% | +11.2% | +5.6% | +10.0% |
| YTD | +30.1% | +24.4% | +5.7% | +15.6% |
| 1Y | +19.3% | +6.7% | +12.6% | +13.0% |
| 3Y | +82.5% | +9.2% | +73.3% | +65.4% |
| 5Y | +166.8% | +27.4% | +139.5% | +122.3% |
| 10Y | +649.7% | +164.8% | +484.9% | +335.1% |
| All | +19,963.1% | +6,115.6% | +13,847.4% | +3,885.5% |
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