+8.4%
LOW vs APD
+26.2%
-17.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +0.4% | -2.5% | +2.9% | +1.2% |
| 30D | -10.1% | -1.9% | -8.2% | -9.6% |
| 3M | -2.9% | +8.2% | -11.1% | -5.7% |
| 6M | -19.4% | +10.7% | -30.2% | -22.6% |
| YTD | -15.4% | +22.9% | -38.4% | -22.0% |
| 1Y | -24.9% | +5.8% | -30.7% | -27.1% |
| 3Y | -7.8% | +7.8% | -15.6% | -12.0% |
| 5Y | +8.4% | +26.1% | -17.7% | -7.7% |
| All | +8.4% | +26.2% | -17.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling