-26.3%
EW vs APD
+27.6%
-53.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | +1.0% | +2.1% | -1.0% | +0.5% |
| 3M | +2.8% | +7.2% | -4.4% | +0.8% |
| 6M | +5.5% | +11.2% | -5.8% | +2.2% |
| YTD | +5.5% | +24.4% | -18.9% | -1.3% |
| 1Y | +11.0% | +6.7% | +4.4% | +8.4% |
| 3Y | +17.7% | +9.2% | +8.5% | +12.5% |
| All | -26.3% | +27.6% | -53.9% | -39.0% |
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