+14.4%
FIX vs APD
+36.4%
-22.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -14.8% |
| 7D | -18.9% | +3.8% | -22.7% | -18.4% |
| 30D | -36.3% | +14.1% | -50.4% | -35.4% |
| 3M | -38.5% | +8.2% | -46.7% | -38.0% |
| 6M | -42.3% | +7.5% | -49.8% | -42.0% |
| YTD | +17.1% | +31.7% | -14.6% | +19.2% |
| 1Y | +14.4% | +35.1% | -20.7% | +18.5% |
| All | +14.4% | +36.4% | -22.0% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling