+3,565.2%
MOD vs APD
+6,115.6%
-2,550.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +9.6% | -2.2% | +11.8% | +10.9% |
| 30D | 0.0% | +2.1% | -2.1% | -1.5% |
| 3M | -35.4% | +7.2% | -42.5% | -38.6% |
| 6M | -7.3% | +11.2% | -18.5% | -14.0% |
| YTD | +45.8% | +24.4% | +21.4% | +26.0% |
| 1Y | +43.1% | +6.7% | +36.5% | +34.5% |
| 3Y | +297.7% | +9.2% | +288.4% | +257.2% |
| 5Y | +1,478.8% | +27.4% | +1,451.4% | +1,202.5% |
| 10Y | +1,633.4% | +164.8% | +1,468.6% | +798.0% |
| All | +3,565.2% | +6,115.6% | -2,550.4% | +547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling