+526.6%
GEV vs APD
+42.2%
+484.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.2% | +2.2% | +4.1% | +5.5% |
| 30D | -18.4% | +9.4% | -27.9% | -20.9% |
| 3M | -21.2% | +4.7% | -25.9% | -22.6% |
| 6M | -23.6% | +5.5% | -29.0% | -25.4% |
| YTD | +25.5% | +31.4% | -5.9% | +12.7% |
| 1Y | +42.6% | +24.1% | +18.5% | +30.3% |
| All | +526.6% | +42.2% | +484.4% | +438.0% |
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