+5.5%
EW vs APD
+11.5%
-6.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | +1.0% | +2.1% | -1.0% | +1.1% |
| 3M | +2.8% | +7.2% | -4.4% | +3.6% |
| 6M | +5.5% | +11.2% | -5.8% | +2.9% |
| All | +5.5% | +11.5% | -6.0% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling