+97.9%
EWT vs APD
+6.0%
+91.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +1.8% |
| 7D | +4.0% | -2.2% | +6.2% | +3.9% |
| 30D | +10.3% | +2.1% | +8.2% | +10.3% |
| 3M | +6.1% | +7.2% | -1.1% | +5.8% |
| 6M | +56.6% | +11.2% | +45.4% | +56.5% |
| YTD | +76.6% | +24.4% | +52.2% | +76.7% |
| 1Y | +97.9% | +6.7% | +91.2% | +105.9% |
| All | +97.9% | +6.0% | +91.8% | +105.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling