+35,474.9%
LOW vs APD
+6,115.6%
+29,359.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -1.7% | -2.2% | +0.5% | -0.8% |
| 30D | -7.0% | +2.1% | -9.1% | -8.0% |
| 3M | -0.9% | +7.2% | -8.0% | -4.3% |
| 6M | -20.1% | +11.2% | -31.3% | -24.4% |
| YTD | -13.9% | +24.4% | -38.3% | -22.7% |
| 1Y | -21.1% | +6.7% | -27.8% | -24.6% |
| 3Y | -6.6% | +9.2% | -15.9% | -14.3% |
| 5Y | +9.4% | +27.4% | -18.0% | -7.8% |
| 10Y | +220.5% | +164.8% | +55.7% | +91.3% |
| All | +35,474.9% | +6,115.6% | +29,359.2% | +4,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling