+67.3%
F vs APD
+191.9%
-124.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +3.8% | -6.9% | -5.0% |
| 30D | 0.0% | +8.2% | -8.2% | -4.0% |
| 3M | -13.2% | +4.3% | -17.5% | -15.2% |
| 6M | -10.2% | +4.7% | -14.9% | -13.1% |
| YTD | -4.9% | +31.5% | -36.5% | -19.6% |
| 1Y | -6.1% | +23.5% | -29.6% | -18.1% |
| 3Y | +46.0% | +29.1% | +16.9% | +20.1% |
| 5Y | -15.7% | +15.9% | -31.6% | -27.9% |
| All | +67.3% | +191.9% | -124.6% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling