+39.4%
GM vs APD
+36.4%
+3.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.6% |
| 7D | +12.1% | +3.8% | +8.3% | +12.0% |
| 30D | +15.2% | +14.1% | +1.1% | +15.3% |
| 3M | +4.9% | +8.2% | -3.3% | +5.1% |
| 6M | +22.6% | +7.5% | +15.1% | +22.7% |
| YTD | +14.4% | +31.7% | -17.2% | +12.9% |
| 1Y | +39.4% | +35.1% | +4.3% | +36.3% |
| All | +39.4% | +36.4% | +3.1% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling