+906.4%
MOD vs APD
+185.9%
+720.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.6% |
| 7D | -25.5% | -3.7% | -21.9% | -24.1% |
| 30D | -49.0% | +9.6% | -58.6% | -52.1% |
| 3M | -49.8% | +1.6% | -51.5% | -50.9% |
| 6M | -64.8% | +2.2% | -66.9% | -65.9% |
| YTD | -27.6% | +25.9% | -53.5% | -38.9% |
| 1Y | -35.2% | +20.1% | -55.3% | -43.9% |
| 3Y | +137.1% | +12.4% | +124.7% | +106.7% |
| 5Y | +760.3% | +11.1% | +749.2% | +646.4% |
| All | +906.4% | +185.9% | +720.5% | +432.0% |
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