+0.5%
LOW vs APD
+25.0%
-24.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +19.4% |
| 3M | +5.0% | +4.3% | +0.7% | +3.7% |
| 6M | +4.6% | +4.7% | -0.1% | +3.4% |
| YTD | -3.5% | +31.5% | -35.0% | -11.6% |
| 1Y | +0.5% | +23.5% | -23.0% | -5.9% |
| All | +0.5% | +25.0% | -24.4% | -5.9% |
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