+2.1%
EXC vs APD
+23.7%
-21.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.9% | +2.2% | -4.1% | -2.1% |
| 30D | +7.8% | +9.4% | -1.7% | +7.3% |
| 3M | +1.9% | +4.7% | -2.8% | +1.5% |
| 6M | +3.4% | +5.5% | -2.1% | +3.3% |
| YTD | +7.6% | +31.4% | -23.8% | +6.7% |
| 1Y | +2.1% | +24.1% | -22.0% | +1.2% |
| All | +2.1% | +23.7% | -21.5% | +1.2% |
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