+5,387.7%
O vs APD
+2,730.6%
+2,657.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | -1.9% | +2.1% | -4.0% | -2.7% |
| 3M | +3.8% | +7.2% | -3.3% | +0.9% |
| 6M | -4.7% | +11.2% | -16.0% | -8.8% |
| YTD | +12.5% | +24.4% | -11.9% | +3.3% |
| 1Y | +10.8% | +6.7% | +4.2% | +6.9% |
| 3Y | +28.8% | +9.2% | +19.5% | +20.0% |
| 5Y | +13.2% | +27.4% | -14.2% | -1.7% |
| 10Y | +53.5% | +164.8% | -111.4% | +1.4% |
| All | +5,387.7% | +2,730.6% | +2,657.1% | +1,926.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling