+13.8%
MSCI vs APD
+23.7%
-9.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -0.7% | +2.2% | -2.8% | -0.8% |
| 30D | +16.2% | +9.4% | +6.7% | +16.1% |
| 3M | +16.1% | +4.7% | +11.5% | +16.2% |
| 6M | +12.9% | +5.5% | +7.4% | +12.7% |
| YTD | +14.8% | +31.4% | -16.6% | +13.2% |
| 1Y | +13.8% | +24.1% | -10.3% | +12.8% |
| All | +13.8% | +23.7% | -9.9% | +12.8% |
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