+2,498.9%
MAR vs APD
+1,425.1%
+1,073.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -4.2% | -2.2% | -1.9% | -3.1% |
| 30D | -6.7% | +2.1% | -8.8% | -7.8% |
| 3M | -12.5% | +7.2% | -19.7% | -16.1% |
| 6M | +0.6% | +11.2% | -10.7% | -5.7% |
| YTD | +9.1% | +24.4% | -15.3% | -3.7% |
| 1Y | +26.2% | +6.7% | +19.5% | +19.5% |
| 3Y | +68.2% | +9.2% | +58.9% | +51.9% |
| 5Y | +163.9% | +27.4% | +136.6% | +116.4% |
| 10Y | +420.6% | +164.8% | +255.7% | +180.6% |
| All | +2,498.9% | +1,425.1% | +1,073.9% | +520.1% |
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 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