+50.3%
O vs APD
+161.1%
-110.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.6% | -2.5% | +1.9% | +0.4% |
| 30D | -2.0% | -1.9% | -0.1% | -1.3% |
| 3M | +3.0% | +8.2% | -5.2% | -0.5% |
| 6M | -3.6% | +10.7% | -14.4% | -7.9% |
| YTD | +12.1% | +22.9% | -10.9% | +2.5% |
| 1Y | +8.9% | +5.8% | +3.1% | +5.1% |
| 3Y | +30.3% | +7.8% | +22.6% | +21.2% |
| 5Y | +13.7% | +26.1% | -12.4% | -4.3% |
| 10Y | +50.3% | +163.7% | -113.4% | -6.2% |
| All | +50.3% | +161.1% | -110.8% | -6.2% |
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