+4.9%
MSCI vs APD
+12.1%
-7.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | +1.5% | -1.6% | +3.0% | +2.1% |
| 30D | +14.4% | +10.6% | +3.8% | +10.0% |
| 3M | +15.2% | +2.5% | +12.7% | +14.0% |
| 6M | +11.2% | +6.0% | +5.3% | +8.2% |
| YTD | +13.9% | +28.4% | -14.5% | +0.9% |
| 1Y | +12.5% | +22.2% | -9.6% | +1.5% |
| 3Y | +32.3% | +26.6% | +5.7% | +13.2% |
| 5Y | +4.9% | +11.8% | -6.9% | -13.7% |
| All | +4.9% | +12.1% | -7.3% | -13.7% |
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