+10.8%
O vs APD
+6.0%
+4.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -1.9% | +2.1% | -4.0% | -2.2% |
| 3M | +3.8% | +7.2% | -3.3% | +3.2% |
| 6M | -4.7% | +11.2% | -16.0% | -5.8% |
| YTD | +12.5% | +24.4% | -11.9% | +9.1% |
| 1Y | +10.8% | +6.7% | +4.2% | +8.8% |
| All | +10.8% | +6.0% | +4.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling