+519.9%
EWT vs APD
+1,917.1%
-1,397.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.4% |
| 7D | +3.2% | -1.2% | +4.4% | +4.0% |
| 30D | -12.3% | +11.0% | -23.4% | -16.6% |
| 3M | -3.6% | +2.6% | -6.2% | -5.0% |
| 6M | +3.1% | +4.8% | -1.7% | 0.0% |
| YTD | +57.7% | +31.0% | +26.7% | +36.2% |
| 1Y | +60.3% | +23.4% | +36.9% | +41.8% |
| 3Y | +163.4% | +28.4% | +135.0% | +120.2% |
| 5Y | +127.4% | +15.2% | +112.3% | +94.9% |
| 10Y | +462.7% | +190.7% | +272.0% | +172.2% |
| All | +519.9% | +1,917.1% | -1,397.2% | +12.8% |
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