+340.0%
IR vs APD
+173.8%
+166.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +1.5% | -0.2% | +1.8% | +1.7% |
| 30D | +9.0% | +11.0% | -2.0% | +3.1% |
| 3M | -0.9% | +2.0% | -2.8% | -2.1% |
| 6M | +13.4% | +7.1% | +6.4% | +8.6% |
| YTD | +8.5% | +29.8% | -21.3% | -7.2% |
| 1Y | +11.3% | +24.0% | -12.8% | -2.8% |
| 3Y | +26.0% | +27.2% | -1.2% | +4.8% |
| 5Y | +47.9% | +12.8% | +35.1% | +28.7% |
| All | +340.0% | +173.8% | +166.2% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling