+40.4%
EXC vs APD
+16.4%
+24.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +1.4% | +3.8% | -2.5% | +0.6% |
| 30D | +8.6% | +8.2% | +0.4% | +6.8% |
| 3M | +2.4% | +4.3% | -1.9% | +1.5% |
| 6M | +6.5% | +4.7% | +1.8% | +5.3% |
| YTD | +9.0% | +31.5% | -22.5% | +2.3% |
| 1Y | +4.6% | +23.5% | -19.0% | -0.7% |
| 3Y | +33.5% | +29.1% | +4.4% | +22.3% |
| All | +40.4% | +16.4% | +24.0% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling