+634.6%
P vs APD
+191.9%
+442.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +11.6% | +3.8% | +7.8% | +9.6% |
| 30D | -23.7% | +8.2% | -31.9% | -26.6% |
| 3M | -8.0% | +4.3% | -12.3% | -10.3% |
| 6M | +27.9% | +4.7% | +23.2% | +24.1% |
| YTD | +61.2% | +31.5% | +29.6% | +38.3% |
| 1Y | +28.6% | +23.5% | +5.1% | +13.1% |
| 3Y | +200.5% | +29.1% | +171.4% | +148.0% |
| 5Y | +282.9% | +15.9% | +267.1% | +225.6% |
| All | +634.6% | +191.9% | +442.7% | +184.7% |
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