+485.4%
P vs APD
+219.0%
+266.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.9% |
| 7D | +6.5% | -2.2% | +8.8% | +7.6% |
| 30D | +18.8% | +2.1% | +16.7% | +17.5% |
| 3M | +26.7% | +7.2% | +19.6% | +21.8% |
| 6M | +62.2% | +11.2% | +50.9% | +52.7% |
| YTD | +48.5% | +24.4% | +24.1% | +31.5% |
| 1Y | +26.4% | +6.7% | +19.7% | +19.6% |
| 3Y | +159.4% | +9.2% | +150.2% | +133.9% |
| 5Y | +275.8% | +27.4% | +248.4% | +199.4% |
| 10Y | +732.0% | +164.8% | +567.2% | +291.9% |
| All | +485.4% | +219.0% | +266.4% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling