-15.8%
F vs APD
+11.0%
-26.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +1.6% | -3.7% | +5.2% | +3.3% |
| 30D | +2.6% | +9.6% | -7.0% | -1.5% |
| 3M | -8.8% | +1.6% | -10.5% | -9.5% |
| 6M | +4.6% | +2.2% | +2.5% | +2.9% |
| YTD | -1.9% | +25.9% | -27.8% | -13.9% |
| 1Y | -0.8% | +20.1% | -20.9% | -11.2% |
| 3Y | +43.5% | +12.4% | +31.1% | +29.5% |
| All | -15.8% | +11.0% | -26.8% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling