+2,451.3%
EXC vs APD
+6,189.3%
-3,738.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -1.2% | -3.7% | +2.5% | -0.1% |
| 30D | +10.0% | +9.6% | +0.3% | +7.0% |
| 3M | +1.6% | +1.6% | 0.0% | +1.0% |
| 6M | +3.3% | +2.2% | +1.1% | +2.1% |
| YTD | +7.6% | +25.9% | -18.3% | -0.5% |
| 1Y | +3.5% | +20.1% | -16.7% | -3.2% |
| 3Y | +27.7% | +12.4% | +15.3% | +18.7% |
| 5Y | +41.1% | +11.1% | +30.0% | +30.1% |
| 10Y | +178.2% | +190.1% | -11.9% | +91.8% |
| All | +2,451.3% | +6,189.3% | -3,738.0% | +751.5% |
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