+2,781.3%
MSCI vs APD
+453.4%
+2,327.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.0% |
| 7D | +6.0% | -0.7% | +6.8% | +6.5% |
| 30D | +18.2% | +10.1% | +8.1% | +11.8% |
| 3M | +15.1% | +4.9% | +10.2% | +11.7% |
| 6M | +13.7% | +2.5% | +11.3% | +11.1% |
| YTD | +15.6% | +27.8% | -12.2% | -2.3% |
| 1Y | +16.3% | +32.9% | -16.5% | -4.9% |
| 3Y | +36.9% | +13.4% | +23.5% | +17.5% |
| 5Y | +6.3% | +12.8% | -6.5% | -9.6% |
| 10Y | +823.0% | +194.6% | +628.4% | +296.2% |
| All | +2,781.3% | +453.4% | +2,327.9% | +613.0% |
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