+649.0%
P vs APD
+191.6%
+457.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | +17.8% | +2.2% | +15.7% | +16.6% |
| 30D | -29.9% | +9.4% | -39.3% | -33.0% |
| 3M | -1.2% | +4.7% | -5.8% | -3.8% |
| 6M | +32.1% | +5.5% | +26.6% | +27.7% |
| YTD | +64.3% | +31.4% | +32.9% | +41.1% |
| 1Y | +24.3% | +24.1% | +0.2% | +9.0% |
| 3Y | +203.2% | +28.8% | +174.5% | +150.6% |
| 5Y | +290.4% | +15.8% | +274.7% | +232.1% |
| All | +649.0% | +191.6% | +457.4% | +190.4% |
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 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