+116.8%
NDAQ vs APD
+29.7%
+87.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.3% | +3.8% | -2.6% | +0.4% |
| 30D | +18.0% | +8.2% | +9.7% | +16.0% |
| 3M | +11.5% | +4.3% | +7.2% | +10.5% |
| 6M | +21.1% | +4.7% | +16.4% | +19.6% |
| YTD | +12.8% | +31.5% | -18.7% | +5.2% |
| 1Y | +25.7% | +23.5% | +2.2% | +18.9% |
| 3Y | +116.8% | +29.1% | +87.7% | +106.4% |
| All | +116.8% | +29.7% | +87.1% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling