+894.6%
FIX vs APD
+15.3%
+879.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.6% | -10.5% |
| 7D | -27.2% | -0.7% | -26.5% | -27.1% |
| 30D | -46.9% | +10.1% | -57.1% | -49.0% |
| 3M | -44.4% | +4.9% | -49.3% | -45.8% |
| 6M | -50.9% | +2.5% | -53.4% | -51.8% |
| YTD | +3.5% | +27.8% | -24.2% | -8.6% |
| 1Y | -2.1% | +32.9% | -35.0% | -16.0% |
| 3Y | +418.7% | +13.4% | +405.4% | +375.1% |
| 5Y | +894.6% | +12.8% | +881.7% | +751.7% |
| All | +894.6% | +15.3% | +879.3% | +751.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling