+176.6%
P vs APD
+11.7%
+164.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -23.8% | -3.7% | -20.1% | -23.2% |
| 30D | -36.6% | +9.6% | -46.2% | -37.8% |
| 3M | +10.9% | +1.6% | +9.2% | +10.5% |
| 6M | +30.0% | +2.2% | +27.8% | +29.0% |
| YTD | +44.4% | +25.9% | +18.5% | +36.9% |
| 1Y | +3.9% | +20.1% | -16.2% | -0.8% |
| 3Y | +176.6% | +12.4% | +164.2% | +162.2% |
| All | +176.6% | +11.7% | +164.9% | +162.2% |
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 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