+5,892.0%
FIX vs APD
+164.4%
+5,727.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +6.0% | -2.2% | +8.2% | +7.3% |
| 30D | -7.2% | +2.1% | -9.3% | -8.7% |
| 3M | -15.9% | +7.2% | -23.0% | -20.1% |
| 6M | +12.7% | +11.2% | +1.5% | +4.5% |
| YTD | +72.8% | +24.4% | +48.4% | +48.4% |
| 1Y | +122.9% | +6.7% | +116.2% | +108.0% |
| 3Y | +774.3% | +9.2% | +765.1% | +676.4% |
| 5Y | +2,049.5% | +27.4% | +2,022.1% | +1,566.5% |
| All | +5,892.0% | +164.4% | +5,727.6% | +2,547.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling