+293.0%
LOW vs APD
+191.9%
+101.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.4% | +3.8% | -2.4% | -0.3% |
| 30D | +21.7% | +8.2% | +13.5% | +17.5% |
| 3M | +5.0% | +4.3% | +0.7% | +3.0% |
| 6M | +4.6% | +4.7% | -0.1% | +2.0% |
| YTD | -3.5% | +31.5% | -35.0% | -16.2% |
| 1Y | +0.5% | +23.5% | -23.0% | -10.2% |
| 3Y | +24.8% | +29.1% | -4.3% | +5.6% |
| 5Y | +6.5% | +15.9% | -9.4% | -7.0% |
| All | +293.0% | +191.9% | +101.1% | +87.2% |
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