+23.9%
IR vs APD
+29.7%
-5.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | +3.8% | -1.3% | +1.4% |
| 30D | +9.2% | +8.2% | +1.0% | +6.7% |
| 3M | +0.9% | +4.3% | -3.3% | -0.4% |
| 6M | +19.2% | +4.7% | +14.5% | +17.4% |
| YTD | +7.5% | +31.5% | -24.1% | -2.1% |
| 1Y | +11.7% | +23.5% | -11.8% | +3.7% |
| 3Y | +23.9% | +29.1% | -5.2% | +19.2% |
| All | +23.9% | +29.7% | -5.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling