+14.9%
O vs APD
+27.6%
-12.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -1.9% | +2.1% | -4.0% | -2.4% |
| 3M | +3.8% | +7.2% | -3.3% | +1.8% |
| 6M | -4.7% | +11.2% | -16.0% | -7.6% |
| YTD | +12.5% | +24.4% | -11.9% | +5.8% |
| 1Y | +10.8% | +6.7% | +4.2% | +8.3% |
| 3Y | +28.8% | +9.2% | +19.5% | +22.8% |
| All | +14.9% | +27.6% | -12.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling