+325.3%
IR vs APD
+165.5%
+159.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.2% |
| 7D | +3.7% | -3.7% | +7.3% | +5.7% |
| 30D | +7.4% | +9.6% | -2.2% | +2.3% |
| 3M | -5.9% | +1.6% | -7.6% | -7.0% |
| 6M | +5.6% | +2.2% | +3.4% | +3.6% |
| YTD | +4.8% | +25.9% | -21.0% | -8.9% |
| 1Y | +6.9% | +20.1% | -13.2% | -5.0% |
| 3Y | +27.6% | +12.4% | +15.2% | +13.2% |
| 5Y | +45.8% | +11.1% | +34.7% | +27.7% |
| All | +325.3% | +165.5% | +159.7% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling