+19.9%
MA vs APD
+23.0%
-3.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +11.8% | +11.0% | +0.8% | +10.1% |
| 3M | +17.2% | +2.0% | +15.2% | +16.8% |
| 6M | +33.4% | +7.1% | +26.3% | +32.3% |
| YTD | +16.1% | +29.8% | -13.6% | +11.1% |
| 1Y | +19.9% | +24.0% | -4.1% | +15.4% |
| All | +19.9% | +23.0% | -3.1% | +15.4% |
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 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