+76.2%
O vs APD
+191.9%
-115.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -0.4% | +3.8% | -4.2% | -1.8% |
| 30D | +7.1% | +8.2% | -1.1% | +4.0% |
| 3M | -5.2% | +4.3% | -9.5% | -6.8% |
| 6M | -1.8% | +4.7% | -6.5% | -3.9% |
| YTD | +9.1% | +31.5% | -22.5% | -2.7% |
| 1Y | +9.7% | +23.5% | -13.9% | 0.0% |
| 3Y | +39.1% | +29.1% | +10.0% | +20.6% |
| 5Y | +8.4% | +15.9% | -7.5% | -3.8% |
| All | +76.2% | +191.9% | -115.7% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling