+686.6%
P vs APD
+185.9%
+500.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.3% |
| 7D | -23.8% | -3.7% | -20.1% | -22.3% |
| 30D | -36.6% | +9.6% | -46.2% | -39.5% |
| 3M | +10.9% | +1.6% | +9.2% | +9.5% |
| 6M | +30.0% | +2.2% | +27.8% | +27.6% |
| YTD | +44.4% | +25.9% | +18.5% | +26.5% |
| 1Y | +3.9% | +20.1% | -16.2% | -7.6% |
| 3Y | +176.6% | +12.4% | +164.2% | +144.7% |
| 5Y | +249.3% | +11.1% | +238.2% | +202.8% |
| All | +686.6% | +185.9% | +500.7% | +217.9% |
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