+1,381.0%
NET vs APD
+71.0%
+1,310.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.3% |
| 7D | -16.4% | +3.8% | -20.2% | -17.6% |
| 30D | -25.8% | +14.1% | -40.0% | -29.7% |
| 3M | -11.5% | +8.2% | -19.7% | -14.6% |
| 6M | +18.9% | +7.5% | +11.4% | +14.5% |
| YTD | +35.2% | +31.7% | +3.6% | +18.3% |
| 1Y | +14.5% | +35.1% | -20.6% | -2.0% |
| 3Y | +313.8% | +16.8% | +297.0% | +264.4% |
| 5Y | +32.6% | +19.4% | +13.2% | +11.3% |
| All | +1,381.0% | +71.0% | +1,310.0% | +942.5% |
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