+55.2%
EWT vs APD
+36.4%
+18.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.0% |
| 7D | -10.9% | +3.8% | -14.7% | -10.6% |
| 30D | -17.7% | +14.1% | -31.8% | -16.9% |
| 3M | -5.0% | +8.2% | -13.2% | -4.4% |
| 6M | +7.4% | +7.5% | -0.2% | +7.5% |
| YTD | +52.8% | +31.7% | +21.2% | +56.0% |
| 1Y | +55.2% | +35.1% | +20.1% | +59.2% |
| All | +55.2% | +36.4% | +18.8% | +59.2% |
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 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