-11.4%
F vs APD
+15.3%
-26.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | +2.0% | +10.1% | -8.1% | -2.3% |
| 3M | -10.4% | +4.9% | -15.2% | -12.3% |
| 6M | +9.7% | +2.5% | +7.3% | +7.8% |
| YTD | -1.2% | +27.8% | -29.0% | -13.9% |
| 1Y | 0.0% | +32.9% | -32.8% | -15.4% |
| 3Y | +41.1% | +13.4% | +27.7% | +27.1% |
| 5Y | -11.4% | +12.8% | -24.2% | -27.2% |
| All | -11.4% | +15.3% | -26.7% | -27.2% |
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