+124.1%
MAR vs APD
+11.7%
+112.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +4.3% | -3.7% | +8.0% | +5.2% |
| 30D | +16.8% | +9.6% | +7.2% | +14.3% |
| 3M | +16.0% | +1.6% | +14.4% | +15.5% |
| 6M | +16.5% | +2.2% | +14.3% | +15.6% |
| YTD | +35.0% | +25.9% | +9.2% | +26.2% |
| 1Y | +49.4% | +20.1% | +29.2% | +41.1% |
| 3Y | +124.1% | +12.4% | +111.7% | +112.1% |
| All | +124.1% | +11.7% | +112.4% | +112.1% |
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