+474.7%
NDAQ vs APD
+185.9%
+288.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +0.8% | -3.7% | +4.5% | +2.5% |
| 30D | +16.5% | +9.6% | +6.9% | +12.0% |
| 3M | +13.5% | +1.6% | +11.9% | +12.5% |
| 6M | +20.9% | +2.2% | +18.8% | +19.3% |
| YTD | +11.4% | +25.9% | -14.5% | -0.8% |
| 1Y | +25.9% | +20.1% | +5.8% | +14.1% |
| 3Y | +119.9% | +12.4% | +107.5% | +98.2% |
| 5Y | +61.7% | +11.1% | +50.6% | +43.5% |
| All | +474.7% | +185.9% | +288.8% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling