+43.8%
EXC vs APD
+11.0%
+32.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -1.2% | -3.7% | +2.5% | -0.4% |
| 30D | +10.0% | +9.6% | +0.3% | +8.0% |
| 3M | +1.6% | +1.6% | 0.0% | +1.2% |
| 6M | +3.3% | +2.2% | +1.1% | +2.6% |
| YTD | +7.6% | +25.9% | -18.3% | +1.8% |
| 1Y | +3.5% | +20.1% | -16.7% | -1.2% |
| 3Y | +27.7% | +12.4% | +15.3% | +21.5% |
| All | +43.8% | +11.0% | +32.9% | +36.7% |
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