+3,653.2%
FIX vs APD
+185.9%
+3,467.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.3% |
| 7D | -17.5% | -3.7% | -13.8% | -15.8% |
| 30D | -41.6% | +9.6% | -51.2% | -44.8% |
| 3M | -40.6% | +1.6% | -42.2% | -41.7% |
| 6M | -49.4% | +2.2% | -51.5% | -50.8% |
| YTD | +9.2% | +25.9% | -16.7% | -7.4% |
| 1Y | +6.5% | +20.1% | -13.7% | -7.7% |
| 3Y | +448.7% | +12.4% | +436.3% | +375.5% |
| 5Y | +948.7% | +11.1% | +937.6% | +796.6% |
| All | +3,653.2% | +185.9% | +3,467.3% | +1,498.5% |
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 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