+2,502.2%
EXC vs APD
+6,285.2%
-3,783.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +1.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +11.6% | +10.1% | +1.5% | +8.4% |
| 3M | +2.7% | +4.9% | -2.2% | +1.1% |
| 6M | +2.7% | +2.5% | +0.2% | +1.5% |
| YTD | +9.7% | +27.8% | -18.1% | +1.0% |
| 1Y | +4.5% | +32.9% | -28.3% | -5.4% |
| 3Y | +28.5% | +13.4% | +15.1% | +19.1% |
| 5Y | +43.9% | +12.8% | +31.1% | +32.1% |
| 10Y | +183.7% | +194.6% | -10.8% | +94.8% |
| All | +2,502.2% | +6,285.2% | -3,783.1% | +764.4% |
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