+550.0%
PL vs APD
+10.0%
+540.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -7.5% | -2.5% | -5.0% | -6.5% |
| 30D | -25.6% | -1.9% | -23.7% | -25.0% |
| 3M | -45.6% | +8.2% | -53.8% | -47.7% |
| 6M | -29.5% | +10.7% | -40.3% | -33.2% |
| YTD | -9.7% | +22.9% | -32.6% | -19.6% |
| 1Y | +84.4% | +5.8% | +78.6% | +77.3% |
| 3Y | +550.0% | +7.8% | +542.2% | +515.2% |
| All | +550.0% | +10.0% | +540.0% | +515.2% |
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