+593.1%
MA vs APD
+191.9%
+401.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | +3.8% | -2.5% | -0.6% |
| 30D | +9.6% | +8.2% | +1.4% | +5.4% |
| 3M | +16.8% | +4.3% | +12.5% | +14.2% |
| 6M | +35.2% | +4.7% | +30.5% | +31.4% |
| YTD | +16.6% | +31.5% | -15.0% | -0.3% |
| 1Y | +19.8% | +23.5% | -3.8% | +5.6% |
| 3Y | +70.7% | +29.1% | +41.6% | +40.5% |
| 5Y | +87.4% | +15.9% | +71.5% | +59.5% |
| All | +593.1% | +191.9% | +401.2% | +193.4% |
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