+7,433.0%
FIX vs APD
+1,446.8%
+5,986.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.6% | -10.1% |
| 7D | -27.2% | -0.7% | -26.5% | -27.1% |
| 30D | -46.9% | +10.1% | -57.1% | -49.6% |
| 3M | -44.4% | +4.9% | -49.3% | -46.1% |
| 6M | -50.9% | +2.5% | -53.4% | -52.2% |
| YTD | +3.5% | +27.8% | -24.2% | -10.5% |
| 1Y | -2.1% | +32.9% | -35.0% | -17.8% |
| 3Y | +418.7% | +13.4% | +405.4% | +359.5% |
| 5Y | +894.6% | +12.8% | +881.7% | +774.1% |
| 10Y | +3,465.5% | +194.6% | +3,270.9% | +1,855.3% |
| All | +7,433.0% | +1,446.8% | +5,986.2% | +2,117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling