+40.2%
O vs APD
+29.6%
+10.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.4% | +2.2% | -2.6% | -0.8% |
| 30D | +8.3% | +9.4% | -1.1% | +6.4% |
| 3M | -4.0% | +4.7% | -8.6% | -4.9% |
| 6M | -2.6% | +5.5% | -8.1% | -3.7% |
| YTD | +9.9% | +31.4% | -21.5% | +3.5% |
| 1Y | +9.8% | +24.1% | -14.3% | +4.6% |
| All | +40.2% | +29.6% | +10.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling