+791.6%
MOD vs APD
+13.1%
+778.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -17.8% | -0.2% | -17.6% | -17.9% |
| 30D | -43.2% | +11.0% | -54.2% | -46.8% |
| 3M | -46.0% | +2.0% | -48.0% | -47.1% |
| 6M | -62.2% | +7.1% | -69.3% | -64.3% |
| YTD | -22.8% | +29.8% | -52.6% | -35.7% |
| 1Y | -35.5% | +24.0% | -59.5% | -45.0% |
| 3Y | +128.2% | +27.2% | +101.1% | +87.7% |
| 5Y | +791.6% | +12.8% | +778.8% | +574.2% |
| All | +791.6% | +13.1% | +778.5% | +574.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling