+237.3%
P vs APD
+15.3%
+222.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.4% |
| 7D | -31.9% | -0.7% | -31.2% | -31.7% |
| 30D | -36.5% | +10.1% | -46.7% | -38.6% |
| 3M | +11.6% | +4.9% | +6.7% | +9.6% |
| 6M | +25.2% | +2.5% | +22.7% | +23.6% |
| YTD | +39.4% | +27.8% | +11.7% | +26.9% |
| 1Y | -3.7% | +32.9% | -36.6% | -14.7% |
| 3Y | +167.3% | +13.4% | +153.9% | +149.3% |
| 5Y | +237.3% | +12.8% | +224.5% | +186.7% |
| All | +237.3% | +15.3% | +222.1% | +186.7% |
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