+39.5%
PL vs APD
+25.2%
+14.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +10.0% | +3.8% | +6.2% | +8.2% |
| 30D | -2.3% | +8.2% | -10.5% | -6.0% |
| 3M | -44.2% | +4.3% | -48.5% | -45.4% |
| 6M | -66.1% | +4.7% | -70.8% | -67.1% |
| YTD | -30.0% | +31.5% | -61.5% | -40.5% |
| 1Y | +21.0% | +23.5% | -2.5% | +6.0% |
| 3Y | +516.5% | +29.1% | +487.4% | +426.5% |
| 5Y | +32.0% | +15.9% | +16.1% | +2.4% |
| All | +39.5% | +25.2% | +14.3% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling