+594.1%
EWT vs APD
+1,815.5%
-1,221.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | +4.0% | -2.2% | +6.2% | +5.0% |
| 30D | +10.3% | +2.1% | +8.2% | +9.0% |
| 3M | +6.1% | +7.2% | -1.1% | +1.9% |
| 6M | +56.6% | +11.2% | +45.4% | +47.2% |
| YTD | +76.6% | +24.4% | +52.2% | +56.5% |
| 1Y | +97.9% | +6.7% | +91.2% | +87.1% |
| 3Y | +198.0% | +9.2% | +188.7% | +168.2% |
| 5Y | +151.8% | +27.4% | +124.4% | +104.0% |
| 10Y | +514.1% | +164.8% | +349.3% | +211.9% |
| All | +594.1% | +1,815.5% | -1,221.4% | +29.6% |
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