+5.4%
MOD vs APD
+25.0%
-19.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.1% | +27.8% | +27.8% |
| 7D | +40.4% | +3.8% | +36.6% | +39.7% |
| 30D | -14.0% | +8.2% | -22.2% | -15.3% |
| 3M | -33.3% | +4.3% | -37.6% | -33.7% |
| 6M | -51.4% | +4.7% | -56.1% | -52.0% |
| YTD | +1.6% | +31.5% | -29.9% | -10.4% |
| 1Y | +5.4% | +23.5% | -18.2% | -2.6% |
| All | +5.4% | +25.0% | -19.6% | -2.6% |
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