+321.2%
MOD vs APD
+9.1%
+312.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +9.6% | -2.2% | +11.8% | +10.4% |
| 30D | 0.0% | +2.1% | -2.1% | -1.0% |
| 3M | -35.4% | +7.2% | -42.5% | -37.6% |
| 6M | -7.3% | +11.2% | -18.5% | -11.9% |
| YTD | +45.8% | +24.4% | +21.4% | +31.9% |
| 1Y | +43.1% | +6.7% | +36.5% | +37.9% |
| All | +321.2% | +9.1% | +312.0% | +305.9% |
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