+62.6%
NDAQ vs APD
+11.0%
+51.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.8% | -3.7% | +4.5% | +2.0% |
| 30D | +16.5% | +9.6% | +6.9% | +13.4% |
| 3M | +13.5% | +1.6% | +11.9% | +12.8% |
| 6M | +20.9% | +2.2% | +18.8% | +19.8% |
| YTD | +11.4% | +25.9% | -14.5% | +2.6% |
| 1Y | +25.9% | +20.1% | +5.8% | +17.4% |
| 3Y | +119.9% | +12.4% | +107.5% | +106.2% |
| All | +62.6% | +11.0% | +51.7% | +46.4% |
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 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