-7.5%
MSCI vs APD
+27.6%
-35.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +1.3% |
| 30D | +0.6% | +2.1% | -1.5% | -0.3% |
| 3M | -7.1% | +7.2% | -14.3% | -9.9% |
| 6M | +0.8% | +11.2% | -10.4% | -4.3% |
| YTD | +1.0% | +24.4% | -23.4% | -9.3% |
| 1Y | +4.3% | +6.7% | -2.4% | +0.1% |
| 3Y | +9.9% | +9.2% | +0.7% | +1.7% |
| All | -7.5% | +27.6% | -35.0% | -27.7% |
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