+46.0%
F vs APD
+9.1%
+36.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +5.3% | -2.2% | +7.5% | +6.0% |
| 30D | +4.6% | +2.1% | +2.5% | +4.0% |
| 3M | -3.7% | +7.2% | -10.8% | -6.0% |
| 6M | +16.8% | +11.2% | +5.6% | +12.2% |
| YTD | +15.3% | +24.4% | -9.1% | +5.9% |
| 1Y | +31.0% | +6.7% | +24.3% | +27.4% |
| All | +46.0% | +9.1% | +36.9% | +38.0% |
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