+13,824.2%
MA vs APD
+733.0%
+13,091.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -1.4% |
| 30D | +1.5% | +2.1% | -0.6% | +0.2% |
| 3M | +20.4% | +7.2% | +13.3% | +15.0% |
| 6M | +11.1% | +11.2% | -0.1% | +3.3% |
| YTD | +2.0% | +24.4% | -22.4% | -11.8% |
| 1Y | -2.2% | +6.7% | -8.8% | -8.1% |
| 3Y | +41.9% | +9.2% | +32.6% | +24.6% |
| 5Y | +75.4% | +27.4% | +48.0% | +36.0% |
| 10Y | +527.5% | +164.8% | +362.7% | +191.7% |
| All | +13,824.2% | +733.0% | +13,091.2% | +2,897.6% |
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