+124.3%
MOD vs APD
+13.4%
+111.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.3% | -6.4% |
| 7D | -34.2% | -0.7% | -33.4% | -34.1% |
| 30D | -51.9% | +10.1% | -62.0% | -53.5% |
| 3M | -53.0% | +4.9% | -57.9% | -54.0% |
| 6M | -66.4% | +2.5% | -68.8% | -66.9% |
| YTD | -31.5% | +27.8% | -59.3% | -38.4% |
| 1Y | -39.6% | +32.9% | -72.4% | -46.7% |
| All | +124.3% | +13.4% | +111.0% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling