+763.1%
PM vs APD
+497.2%
+265.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -4.9% | -2.2% | -2.7% | -4.2% |
| 30D | -3.4% | +2.1% | -5.5% | -4.1% |
| 3M | +5.2% | +7.2% | -2.0% | +2.3% |
| 6M | +3.7% | +11.2% | -7.5% | -0.4% |
| YTD | +15.8% | +24.4% | -8.6% | +6.8% |
| 1Y | +17.4% | +6.7% | +10.7% | +13.5% |
| 3Y | +116.9% | +9.2% | +107.7% | +102.0% |
| 5Y | +117.3% | +27.4% | +90.0% | +87.5% |
| 10Y | +193.8% | +164.8% | +28.9% | +86.6% |
| All | +763.1% | +497.2% | +265.9% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling