+2,417.1%
MSCI vs APD
+438.7%
+1,978.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +0.4% | -2.2% | +2.6% | +1.7% |
| 30D | +0.6% | +2.1% | -1.5% | -0.8% |
| 3M | -7.1% | +7.2% | -14.3% | -11.4% |
| 6M | +0.8% | +11.2% | -10.4% | -6.6% |
| YTD | +1.0% | +24.4% | -23.4% | -13.2% |
| 1Y | +4.3% | +6.7% | -2.4% | -2.5% |
| 3Y | +9.9% | +9.2% | +0.7% | -3.5% |
| 5Y | -6.8% | +27.4% | -34.1% | -26.8% |
| 10Y | +614.7% | +164.8% | +449.8% | +228.6% |
| All | +2,417.1% | +438.7% | +1,978.4% | +533.5% |
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