+82.3%
PL vs APD
+27.6%
+54.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -9.3% | -2.2% | -7.1% | -8.2% |
| 30D | -18.9% | +2.1% | -21.0% | -19.8% |
| 3M | -58.4% | +7.2% | -65.5% | -60.1% |
| 6M | -30.3% | +11.2% | -41.6% | -34.8% |
| YTD | -8.1% | +24.4% | -32.5% | -20.0% |
| 1Y | +180.5% | +6.7% | +173.8% | +164.9% |
| 3Y | +444.1% | +9.2% | +434.9% | +403.8% |
| All | +82.3% | +27.6% | +54.7% | +43.6% |
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