+44.5%
F vs APD
+13.4%
+31.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +2.0% | +10.1% | -8.1% | -0.7% |
| 3M | -10.4% | +4.9% | -15.2% | -11.5% |
| 6M | +9.7% | +2.5% | +7.3% | +8.7% |
| YTD | -1.2% | +27.8% | -29.0% | -9.6% |
| 1Y | 0.0% | +32.9% | -32.8% | -10.4% |
| All | +44.5% | +13.4% | +31.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling