+2,105.4%
FIX vs APD
+27.6%
+2,077.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | -2.2% | +8.2% | +7.0% |
| 30D | -7.2% | +2.1% | -9.3% | -8.3% |
| 3M | -15.9% | +7.2% | -23.0% | -19.0% |
| 6M | +12.7% | +11.2% | +1.5% | +6.7% |
| YTD | +72.8% | +24.4% | +48.4% | +54.3% |
| 1Y | +122.9% | +6.7% | +116.2% | +113.2% |
| 3Y | +774.3% | +9.2% | +765.1% | +715.4% |
| All | +2,105.4% | +27.6% | +2,077.9% | +1,691.8% |
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 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