+707.9%
P vs APD
+192.6%
+515.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +5.3% |
| 7D | -9.6% | -1.6% | -8.0% | -8.7% |
| 30D | -33.4% | +10.6% | -44.0% | -36.8% |
| 3M | +14.2% | +2.5% | +11.7% | +12.3% |
| 6M | +31.6% | +6.0% | +25.6% | +26.9% |
| YTD | +53.5% | +28.4% | +25.0% | +33.2% |
| 1Y | +14.2% | +22.2% | -8.0% | +0.8% |
| 3Y | +190.5% | +26.6% | +163.9% | +141.9% |
| 5Y | +256.3% | +11.8% | +244.6% | +208.9% |
| 10Y | +707.9% | +187.8% | +520.1% | +222.9% |
| All | +707.9% | +192.6% | +515.3% | +222.9% |
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