+6,438.2%
EW vs APD
+2,034.9%
+4,403.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | +1.0% | +2.1% | -1.0% | +0.4% |
| 3M | +2.8% | +7.2% | -4.4% | +0.3% |
| 6M | +5.5% | +11.2% | -5.8% | +1.4% |
| YTD | +5.5% | +24.4% | -18.9% | -2.5% |
| 1Y | +11.0% | +6.7% | +4.4% | +7.4% |
| 3Y | +17.7% | +9.2% | +8.5% | +10.3% |
| 5Y | -25.7% | +27.4% | -53.1% | -34.7% |
| 10Y | +132.8% | +164.8% | -32.0% | +61.8% |
| All | +6,438.2% | +2,034.9% | +4,403.3% | +2,803.2% |
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