+852.0%
MOD vs APD
+190.3%
+661.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.3% | -5.5% |
| 7D | -34.2% | -0.7% | -33.4% | -34.1% |
| 30D | -51.9% | +10.1% | -62.0% | -54.9% |
| 3M | -53.0% | +4.9% | -57.9% | -54.9% |
| 6M | -66.4% | +2.5% | -68.8% | -67.5% |
| YTD | -31.5% | +27.8% | -59.3% | -42.7% |
| 1Y | -39.6% | +32.9% | -72.4% | -51.1% |
| 3Y | +116.8% | +13.4% | +103.4% | +88.3% |
| 5Y | +713.8% | +12.8% | +701.0% | +600.2% |
| All | +852.0% | +190.3% | +661.7% | +399.1% |
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 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