-8.2%
EW vs APD
+16.4%
-24.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +4.9% | +3.8% | +1.1% | +3.9% |
| 30D | +23.9% | +8.2% | +15.7% | +21.4% |
| 3M | +15.8% | +4.3% | +11.5% | +14.4% |
| 6M | +31.7% | +4.7% | +27.0% | +29.9% |
| YTD | +25.7% | +31.5% | -5.9% | +16.0% |
| 1Y | +24.4% | +23.5% | +0.9% | +16.8% |
| 3Y | +65.9% | +29.1% | +36.8% | +50.2% |
| All | -8.2% | +16.4% | -24.6% | -19.0% |
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