+623.3%
P vs APD
+184.8%
+438.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -13.3% | -0.2% | -13.1% | -13.0% |
| 30D | -34.0% | +11.0% | -45.0% | -37.4% |
| 3M | +4.1% | +2.0% | +2.1% | +2.6% |
| 6M | +30.5% | +7.1% | +23.4% | +25.3% |
| YTD | +52.2% | +29.8% | +22.4% | +31.5% |
| 1Y | +10.3% | +24.0% | -13.8% | -3.4% |
| 3Y | +180.9% | +27.2% | +153.7% | +133.6% |
| 5Y | +259.7% | +12.8% | +247.0% | +210.6% |
| All | +623.3% | +184.8% | +438.4% | +192.4% |
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