+268.6%
GE vs APD
+11.7%
+256.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | +7.1% | -3.7% | +10.8% | +7.9% |
| 30D | +6.5% | +9.6% | -3.1% | +4.7% |
| 3M | -13.6% | +1.6% | -15.2% | -13.9% |
| 6M | +6.0% | +2.2% | +3.8% | +5.4% |
| YTD | +5.4% | +25.9% | -20.5% | -0.2% |
| 1Y | +6.5% | +20.1% | -13.7% | +1.7% |
| 3Y | +268.6% | +12.4% | +256.2% | +257.5% |
| All | +268.6% | +11.7% | +256.9% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling