+11.1%
PL vs APD
+15.3%
-4.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -8.7% |
| 7D | -20.5% | -0.7% | -19.8% | -20.3% |
| 30D | -38.8% | +10.1% | -48.9% | -41.8% |
| 3M | -49.1% | +4.9% | -54.0% | -50.5% |
| 6M | -69.4% | +2.5% | -71.8% | -70.0% |
| YTD | -42.3% | +27.8% | -70.1% | -50.7% |
| 1Y | -14.2% | +32.9% | -47.1% | -29.3% |
| 3Y | +398.7% | +13.4% | +385.3% | +350.7% |
| 5Y | +11.1% | +12.8% | -1.7% | -14.2% |
| All | +11.1% | +15.3% | -4.1% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling