+167.1%
P vs APD
+13.4%
+153.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.8% |
| 7D | -31.9% | -0.7% | -31.2% | -31.7% |
| 30D | -36.5% | +10.1% | -46.7% | -37.8% |
| 3M | +11.6% | +4.9% | +6.7% | +10.5% |
| 6M | +25.2% | +2.5% | +22.7% | +24.2% |
| YTD | +39.4% | +27.8% | +11.7% | +31.9% |
| 1Y | -3.7% | +32.9% | -36.6% | -10.6% |
| All | +167.1% | +13.4% | +153.8% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling