+449.6%
P vs APD
+227.7%
+222.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.9% | -13.5% | -15.0% |
| 7D | -31.9% | -0.7% | -31.2% | -31.6% |
| 30D | -36.5% | +10.1% | -46.7% | -39.6% |
| 3M | +11.6% | +4.9% | +6.7% | +8.5% |
| 6M | +25.2% | +2.5% | +22.7% | +22.8% |
| YTD | +39.4% | +27.8% | +11.7% | +21.5% |
| 1Y | -3.7% | +32.9% | -36.6% | -19.1% |
| 3Y | +167.3% | +13.4% | +153.9% | +135.9% |
| 5Y | +237.3% | +12.8% | +224.5% | +190.8% |
| 10Y | +698.6% | +194.6% | +504.1% | +256.9% |
| All | +449.6% | +227.7% | +222.0% | +135.6% |
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