+21.9%
FIX vs APD
+24.7%
-2.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.1% | +5.1% |
| 7D | +6.4% | -1.2% | +7.6% | +6.2% |
| 30D | -29.1% | +11.0% | -40.1% | -28.8% |
| 3M | -31.1% | +2.6% | -33.7% | -30.9% |
| 6M | -42.8% | +4.8% | -47.6% | -42.8% |
| YTD | +24.6% | +31.0% | -6.3% | +22.0% |
| 1Y | +21.9% | +23.4% | -1.4% | +21.8% |
| All | +21.9% | +24.7% | -2.7% | +21.8% |
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