+415.4%
MAR vs APD
+161.1%
+254.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.6% |
| 30D | -6.9% | -1.9% | -5.0% | -6.2% |
| 3M | -15.8% | +8.2% | -24.1% | -19.3% |
| 6M | +1.9% | +10.7% | -8.8% | -3.7% |
| YTD | +6.6% | +22.9% | -16.3% | -4.4% |
| 1Y | +23.7% | +5.8% | +17.9% | +18.4% |
| 3Y | +64.6% | +7.8% | +56.8% | +51.5% |
| 5Y | +156.4% | +26.1% | +130.2% | +111.7% |
| 10Y | +415.4% | +163.7% | +251.7% | +182.6% |
| All | +415.4% | +161.1% | +254.3% | +182.6% |
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 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