+2,327.9%
NDAQ vs APD
+1,051.2%
+1,276.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.3% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | +2.5% | +2.1% | +0.4% | +1.1% |
| 3M | +9.9% | +7.2% | +2.7% | +5.3% |
| 6M | +9.4% | +11.2% | -1.8% | +2.0% |
| YTD | +0.4% | +24.4% | -24.0% | -12.7% |
| 1Y | +4.0% | +6.7% | -2.6% | -2.2% |
| 3Y | +94.4% | +9.2% | +85.1% | +71.9% |
| 5Y | +56.7% | +27.4% | +29.4% | +23.1% |
| 10Y | +375.3% | +164.8% | +210.5% | +123.0% |
| All | +2,327.9% | +1,051.2% | +1,276.7% | +430.3% |
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