+112.5%
NET vs APD
+27.6%
+84.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -7.0% | -2.2% | -4.8% | -6.1% |
| 30D | -4.8% | +2.1% | -6.9% | -5.7% |
| 3M | +3.8% | +7.2% | -3.3% | +0.1% |
| 6M | +50.0% | +11.2% | +38.8% | +41.2% |
| YTD | +41.5% | +24.4% | +17.1% | +24.7% |
| 1Y | +32.8% | +6.7% | +26.2% | +26.3% |
| 3Y | +335.9% | +9.2% | +326.6% | +291.1% |
| All | +112.5% | +27.6% | +84.9% | +29.7% |
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