+7,328.4%
EW vs APD
+2,060.2%
+5,268.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +11.0% | -3.7% | +14.7% | +12.3% |
| 30D | +19.1% | +9.6% | +9.5% | +15.6% |
| 3M | +14.4% | +1.6% | +12.7% | +13.6% |
| 6M | +22.8% | +2.2% | +20.6% | +21.4% |
| YTD | +19.8% | +25.9% | -6.1% | +10.3% |
| 1Y | +23.9% | +20.1% | +3.8% | +15.6% |
| 3Y | +52.2% | +12.4% | +39.8% | +41.3% |
| 5Y | -13.9% | +11.1% | -25.0% | -20.8% |
| 10Y | +241.9% | +190.1% | +51.7% | +131.3% |
| All | +7,328.4% | +2,060.2% | +5,268.2% | +3,183.2% |
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