+58.4%
NDAQ vs APD
+27.6%
+30.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | +2.5% | +2.1% | +0.4% | +1.7% |
| 3M | +9.9% | +7.2% | +2.7% | +7.4% |
| 6M | +9.4% | +11.2% | -1.8% | +5.3% |
| YTD | +0.4% | +24.4% | -24.0% | -7.2% |
| 1Y | +4.0% | +6.7% | -2.6% | +1.0% |
| 3Y | +94.4% | +9.2% | +85.1% | +84.2% |
| All | +58.4% | +27.6% | +30.8% | +33.7% |
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