+345.2%
IR vs APD
+171.0%
+174.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.6% | +3.6% |
| 7D | +5.0% | -1.6% | +6.6% | +5.9% |
| 30D | +10.3% | +10.6% | -0.3% | +4.6% |
| 3M | -0.1% | +2.5% | -2.6% | -1.6% |
| 6M | +14.8% | +6.0% | +8.8% | +10.5% |
| YTD | +9.7% | +28.4% | -18.7% | -5.6% |
| 1Y | +12.2% | +22.2% | -9.9% | -1.2% |
| 3Y | +30.0% | +26.6% | +3.4% | +8.3% |
| 5Y | +46.8% | +11.8% | +35.1% | +28.4% |
| All | +345.2% | +171.0% | +174.2% | +100.6% |
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