+46.9%
IR vs APD
+13.7%
+33.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +1.1% | -1.2% | +2.2% | +1.6% |
| 30D | +7.6% | +11.0% | -3.5% | +2.7% |
| 3M | +0.1% | +2.6% | -2.5% | -1.1% |
| 6M | +14.0% | +4.8% | +9.1% | +11.1% |
| YTD | +7.5% | +31.0% | -23.5% | -6.2% |
| 1Y | +10.1% | +23.4% | -13.3% | -1.4% |
| 3Y | +24.9% | +28.4% | -3.5% | +7.5% |
| 5Y | +46.9% | +15.2% | +31.7% | +20.9% |
| All | +46.9% | +13.7% | +33.2% | +20.9% |
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