+403.1%
PL vs APD
+13.4%
+389.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -9.0% |
| 7D | -20.5% | -0.7% | -19.8% | -20.3% |
| 30D | -38.8% | +10.1% | -48.9% | -41.1% |
| 3M | -49.1% | +4.9% | -54.0% | -50.1% |
| 6M | -69.4% | +2.5% | -71.8% | -69.8% |
| YTD | -42.3% | +27.8% | -70.1% | -49.0% |
| 1Y | -14.2% | +32.9% | -47.1% | -26.6% |
| All | +403.1% | +13.4% | +389.7% | +356.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling