+95.6%
F vs APD
+164.4%
-68.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.0% |
| 7D | +5.3% | -2.2% | +7.5% | +6.5% |
| 30D | +4.6% | +2.1% | +2.5% | +3.4% |
| 3M | -3.7% | +7.2% | -10.8% | -7.8% |
| 6M | +16.8% | +11.2% | +5.6% | +9.0% |
| YTD | +15.3% | +24.4% | -9.1% | +0.5% |
| 1Y | +31.0% | +6.7% | +24.3% | +23.4% |
| 3Y | +45.4% | +9.2% | +36.2% | +31.1% |
| 5Y | +54.7% | +27.4% | +27.3% | +24.9% |
| All | +95.6% | +164.4% | -68.8% | +2.6% |
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