+281.3%
P vs APD
+27.6%
+253.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +6.5% | -2.2% | +8.8% | +7.3% |
| 30D | +18.8% | +2.1% | +16.7% | +17.9% |
| 3M | +26.7% | +7.2% | +19.6% | +23.2% |
| 6M | +62.2% | +11.2% | +50.9% | +55.5% |
| YTD | +48.5% | +24.4% | +24.1% | +36.4% |
| 1Y | +26.4% | +6.7% | +19.7% | +22.4% |
| 3Y | +159.4% | +9.2% | +150.2% | +145.3% |
| All | +281.3% | +27.6% | +253.7% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling