+26.4%
P vs APD
+6.0%
+20.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +6.5% | -2.2% | +8.8% | +6.7% |
| 30D | +18.8% | +2.1% | +16.7% | +18.7% |
| 3M | +26.7% | +7.2% | +19.6% | +25.3% |
| 6M | +62.2% | +11.2% | +50.9% | +62.1% |
| YTD | +48.5% | +24.4% | +24.1% | +52.6% |
| 1Y | +26.4% | +6.7% | +19.7% | +35.8% |
| All | +26.4% | +6.0% | +20.3% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling