-32.6%
MOD vs APD
+36.4%
-68.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.9% | -23.3% | -21.5% |
| 7D | -31.3% | +3.8% | -35.1% | -31.5% |
| 30D | -46.1% | +14.1% | -60.2% | -47.0% |
| 3M | -51.1% | +8.2% | -59.3% | -51.6% |
| 6M | -62.1% | +7.5% | -69.6% | -62.6% |
| YTD | -26.2% | +31.7% | -57.8% | -31.1% |
| 1Y | -32.6% | +35.1% | -67.6% | -35.6% |
| All | -32.6% | +36.4% | -68.9% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling