+11.2%
P vs APD
+21.8%
-10.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +6.2% |
| 7D | -9.6% | -1.6% | -8.0% | -9.5% |
| 30D | -33.4% | +10.6% | -44.0% | -33.6% |
| 3M | +14.2% | +2.5% | +11.7% | +14.9% |
| 6M | +31.6% | +6.0% | +25.6% | +30.1% |
| YTD | +53.5% | +28.4% | +25.0% | +57.6% |
| All | +11.2% | +21.8% | -10.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling