+12,471.5%
FIX vs APD
+1,405.7%
+11,065.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +6.0% | -2.2% | +8.2% | +7.2% |
| 30D | -7.2% | +2.1% | -9.3% | -8.5% |
| 3M | -15.9% | +7.2% | -23.0% | -19.5% |
| 6M | +12.7% | +11.2% | +1.5% | +5.7% |
| YTD | +72.8% | +24.4% | +48.4% | +52.2% |
| 1Y | +122.9% | +6.7% | +116.2% | +110.0% |
| 3Y | +774.3% | +9.2% | +765.1% | +693.1% |
| 5Y | +2,049.5% | +27.4% | +2,022.1% | +1,683.8% |
| 10Y | +5,821.5% | +164.8% | +5,656.6% | +3,332.5% |
| All | +12,471.5% | +1,405.7% | +11,065.7% | +3,667.7% |
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 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