-35.2%
MOD vs APD
+24.7%
-59.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.8% |
| 7D | -25.5% | -3.7% | -21.9% | -25.2% |
| 30D | -49.0% | +9.6% | -58.6% | -50.0% |
| 3M | -49.8% | +1.6% | -51.5% | -50.0% |
| 6M | -64.8% | +2.2% | -66.9% | -65.2% |
| YTD | -27.6% | +25.9% | -53.5% | -34.9% |
| 1Y | -35.2% | +20.1% | -55.3% | -40.5% |
| All | -35.2% | +24.7% | -59.9% | -40.5% |
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