+48.4%
IR vs APD
+27.6%
+20.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -2.8% | -2.2% | -0.6% | -1.9% |
| 30D | -15.1% | +2.1% | -17.2% | -16.0% |
| 3M | +6.1% | +7.2% | -1.1% | +2.5% |
| 6M | -16.8% | +11.2% | -28.1% | -21.3% |
| YTD | -3.5% | +24.4% | -27.9% | -13.8% |
| 1Y | -3.5% | +6.7% | -10.2% | -7.5% |
| 3Y | +9.5% | +9.2% | +0.2% | +2.5% |
| All | +48.4% | +27.6% | +20.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling