+43.5%
F vs APD
+11.7%
+31.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +1.6% | -3.7% | +5.2% | +2.6% |
| 30D | +2.6% | +9.6% | -7.0% | +0.1% |
| 3M | -8.8% | +1.6% | -10.5% | -9.2% |
| 6M | +4.6% | +2.2% | +2.5% | +3.7% |
| YTD | -1.9% | +25.9% | -27.8% | -9.9% |
| 1Y | -0.8% | +20.1% | -20.9% | -7.6% |
| 3Y | +43.5% | +12.4% | +31.1% | +33.3% |
| All | +43.5% | +11.7% | +31.8% | +33.3% |
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 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