+38.4%
PL vs APD
+13.7%
+24.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +13.4% | -1.2% | +14.5% | +14.2% |
| 30D | -10.2% | +11.0% | -21.2% | -14.9% |
| 3M | -39.5% | +2.6% | -42.1% | -40.4% |
| 6M | -65.7% | +4.8% | -70.6% | -66.8% |
| YTD | -27.3% | +31.0% | -58.3% | -38.6% |
| 1Y | +15.0% | +23.4% | -8.4% | 0.0% |
| 3Y | +560.8% | +28.4% | +532.5% | +459.9% |
| 5Y | +38.4% | +15.2% | +23.2% | +11.3% |
| All | +38.4% | +13.7% | +24.7% | +11.3% |
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 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