+390.5%
GE vs APD
+11.0%
+379.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | +7.1% | -3.7% | +10.8% | +8.4% |
| 30D | +6.5% | +9.6% | -3.1% | +3.4% |
| 3M | -13.6% | +1.6% | -15.2% | -14.1% |
| 6M | +6.0% | +2.2% | +3.8% | +4.8% |
| YTD | +5.4% | +25.9% | -20.5% | -3.5% |
| 1Y | +6.5% | +20.1% | -13.7% | -1.3% |
| 3Y | +268.6% | +12.4% | +256.2% | +244.8% |
| All | +390.5% | +11.0% | +379.5% | +351.1% |
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