+72.1%
MA vs APD
+27.3%
+44.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | 0.0% |
| 7D | -0.3% | -1.6% | +1.2% | 0.0% |
| 30D | +11.3% | +10.6% | +0.7% | +8.9% |
| 3M | +16.7% | +2.5% | +14.2% | +16.0% |
| 6M | +32.8% | +6.0% | +26.8% | +31.0% |
| YTD | +15.6% | +28.4% | -12.8% | +8.7% |
| 1Y | +19.6% | +22.2% | -2.6% | +13.6% |
| 3Y | +72.1% | +26.6% | +45.5% | +65.9% |
| All | +72.1% | +27.3% | +44.8% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling