-1.4%
LOW vs APD
+36.4%
-37.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.1% |
| 7D | +15.6% | +3.8% | +11.8% | +14.7% |
| 30D | +28.6% | +14.1% | +14.5% | +25.3% |
| 3M | +5.8% | +8.2% | -2.3% | +4.1% |
| 6M | +3.8% | +7.5% | -3.7% | +2.2% |
| YTD | -2.8% | +31.7% | -34.5% | -8.4% |
| 1Y | -1.4% | +35.1% | -36.5% | -7.6% |
| All | -1.4% | +36.4% | -37.8% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling