+26.0%
IR vs APD
+27.2%
-1.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | +9.0% | +11.0% | -2.0% | +5.7% |
| 3M | -0.9% | +1.3% | -2.2% | -1.3% |
| 6M | +13.4% | +6.4% | +7.0% | +11.0% |
| YTD | +8.5% | +28.9% | -20.5% | -0.6% |
| 1Y | +11.3% | +23.2% | -12.0% | +3.2% |
| 3Y | +26.0% | +26.3% | -0.3% | +22.0% |
| All | +26.0% | +27.2% | -1.2% | +22.0% |
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