+615.0%
F vs APD
+6,115.6%
-5,500.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | +5.3% | -2.2% | +7.5% | +6.5% |
| 30D | +4.6% | +2.1% | +2.5% | +3.5% |
| 3M | -3.7% | +7.2% | -10.8% | -7.6% |
| 6M | +16.8% | +11.2% | +5.6% | +9.4% |
| YTD | +15.3% | +24.4% | -9.1% | +1.5% |
| 1Y | +31.0% | +6.7% | +24.3% | +23.6% |
| 3Y | +45.4% | +9.2% | +36.2% | +31.9% |
| 5Y | +54.7% | +27.4% | +27.3% | +29.4% |
| 10Y | +98.2% | +164.8% | -66.6% | +11.5% |
| All | +615.0% | +6,115.6% | -5,500.6% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling