+3,116.5%
MAR vs APD
+1,443.1%
+1,673.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.6% |
| 7D | +4.3% | -3.7% | +8.0% | +6.2% |
| 30D | +16.8% | +9.6% | +7.2% | +11.6% |
| 3M | +16.0% | +1.6% | +14.4% | +14.8% |
| 6M | +16.5% | +2.2% | +14.3% | +14.1% |
| YTD | +35.0% | +25.9% | +9.2% | +18.3% |
| 1Y | +49.4% | +20.1% | +29.2% | +33.6% |
| 3Y | +124.1% | +12.4% | +111.7% | +99.3% |
| 5Y | +159.2% | +11.1% | +148.1% | +128.2% |
| 10Y | +553.9% | +190.1% | +363.8% | +235.9% |
| All | +3,116.5% | +1,443.1% | +1,673.4% | +661.9% |
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 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