+0.7%
PL vs APD
+24.7%
-23.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +10.4% |
| 7D | -6.8% | -3.7% | -3.2% | -6.7% |
| 30D | -29.3% | +9.6% | -38.9% | -29.6% |
| 3M | -44.8% | +1.6% | -46.4% | -44.7% |
| 6M | -68.4% | +2.2% | -70.6% | -68.3% |
| YTD | -36.4% | +25.9% | -62.2% | -38.9% |
| 1Y | +0.7% | +20.1% | -19.4% | -6.8% |
| All | +0.7% | +24.7% | -23.9% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling