+81.0%
F vs APD
+192.6%
-111.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.4% |
| 7D | -0.6% | -1.6% | +0.9% | +0.2% |
| 30D | +2.9% | +10.6% | -7.7% | -2.4% |
| 3M | -9.5% | +2.5% | -12.0% | -10.7% |
| 6M | +4.0% | +6.0% | -1.9% | -0.1% |
| YTD | -1.3% | +28.4% | -29.7% | -15.4% |
| 1Y | -1.9% | +22.2% | -24.1% | -14.1% |
| 3Y | +53.5% | +26.6% | +26.9% | +27.6% |
| 5Y | -15.1% | +11.8% | -26.9% | -25.9% |
| 10Y | +81.0% | +187.8% | -106.8% | -9.3% |
| All | +81.0% | +192.6% | -111.6% | -9.3% |
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