+319.4%
IR vs APD
+169.6%
+149.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.2% | -1.2% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | +3.3% | +10.1% | -6.8% | -1.9% |
| 3M | -9.0% | +4.9% | -13.9% | -11.5% |
| 6M | +8.0% | +2.5% | +5.5% | +5.8% |
| YTD | +3.4% | +27.8% | -24.4% | -10.9% |
| 1Y | +4.5% | +32.9% | -28.4% | -12.5% |
| 3Y | +25.6% | +13.4% | +12.2% | +11.0% |
| 5Y | +43.8% | +12.8% | +31.0% | +25.0% |
| All | +319.4% | +169.6% | +149.8% | +89.5% |
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