+7,464.4%
EW vs APD
+2,127.1%
+5,337.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +9.3% | -0.2% | +9.5% | +9.3% |
| 30D | +22.1% | +11.0% | +11.0% | +18.0% |
| 3M | +13.0% | +2.0% | +11.0% | +12.2% |
| 6M | +30.1% | +7.1% | +23.0% | +26.7% |
| YTD | +22.0% | +29.8% | -7.8% | +11.2% |
| 1Y | +23.7% | +24.0% | -0.3% | +14.2% |
| 3Y | +62.0% | +27.2% | +34.8% | +44.9% |
| 5Y | -12.4% | +12.8% | -25.2% | -19.8% |
| 10Y | +236.1% | +185.0% | +51.0% | +128.3% |
| All | +7,464.4% | +2,127.1% | +5,337.2% | +3,211.2% |
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 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