+1,604.6%
MOD vs APD
+164.4%
+1,440.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +9.6% | -2.2% | +11.8% | +11.0% |
| 30D | 0.0% | +2.1% | -2.1% | -1.6% |
| 3M | -35.4% | +7.2% | -42.5% | -38.8% |
| 6M | -7.3% | +11.2% | -18.5% | -14.3% |
| YTD | +45.8% | +24.4% | +21.4% | +25.0% |
| 1Y | +43.1% | +6.7% | +36.5% | +34.2% |
| 3Y | +297.7% | +9.2% | +288.4% | +257.1% |
| 5Y | +1,478.8% | +27.4% | +1,451.4% | +1,165.5% |
| All | +1,604.6% | +164.4% | +1,440.2% | +782.0% |
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