+233.8%
LOW vs APD
+162.9%
+70.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -0.6% | -4.6% | +4.0% | +1.5% |
| 30D | -9.3% | -4.2% | -5.1% | -7.5% |
| 3M | -8.1% | +5.0% | -13.1% | -10.5% |
| 6M | -19.8% | +8.9% | -28.7% | -23.6% |
| YTD | -16.4% | +21.9% | -38.3% | -24.8% |
| 1Y | -24.7% | +5.6% | -30.2% | -27.8% |
| 3Y | -8.8% | +6.9% | -15.7% | -15.7% |
| 5Y | +7.8% | +25.3% | -17.6% | -11.3% |
| 10Y | +233.8% | +169.1% | +64.8% | +61.7% |
| All | +233.8% | +162.9% | +70.9% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling