+6.9%
IR vs APD
+24.7%
-17.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +3.7% | -3.7% | +7.3% | +4.4% |
| 30D | +7.4% | +9.6% | -2.2% | +5.6% |
| 3M | -5.9% | +1.6% | -7.6% | -6.3% |
| 6M | +5.6% | +2.2% | +3.4% | +4.9% |
| YTD | +4.8% | +25.9% | -21.0% | -1.8% |
| 1Y | +6.9% | +20.1% | -13.2% | +0.3% |
| All | +6.9% | +24.7% | -17.7% | +0.3% |
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