+436.6%
GE vs APD
+27.6%
+409.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | -11.6% | +2.1% | -13.7% | -12.2% |
| 3M | +3.0% | +7.2% | -4.2% | +0.4% |
| 6M | -0.5% | +11.2% | -11.8% | -4.7% |
| YTD | +9.7% | +24.4% | -14.7% | +0.9% |
| 1Y | +20.0% | +6.7% | +13.4% | +16.1% |
| 3Y | +275.8% | +9.2% | +266.6% | +255.8% |
| All | +436.6% | +27.6% | +409.0% | +340.1% |
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