+553.1%
MA vs APD
+185.9%
+367.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +2.3% | -3.7% | +6.0% | +4.3% |
| 30D | +14.7% | +9.6% | +5.1% | +9.6% |
| 3M | +13.5% | +1.6% | +11.9% | +12.5% |
| 6M | +33.1% | +2.2% | +30.9% | +30.9% |
| YTD | +15.1% | +25.9% | -10.8% | +0.7% |
| 1Y | +18.7% | +20.1% | -1.4% | +6.1% |
| 3Y | +72.1% | +12.4% | +59.7% | +52.3% |
| 5Y | +92.8% | +11.1% | +81.7% | +67.5% |
| All | +553.1% | +185.9% | +367.2% | +196.8% |
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