+272.5%
RF vs APD
+185.9%
+86.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.5% |
| 7D | -0.9% | -3.7% | +2.8% | +1.2% |
| 30D | +6.0% | +9.6% | -3.6% | +0.6% |
| 3M | -8.9% | +1.6% | -10.5% | -10.0% |
| 6M | +2.3% | +2.2% | +0.2% | 0.0% |
| YTD | +7.6% | +25.9% | -18.3% | -7.9% |
| 1Y | +21.2% | +20.1% | +1.0% | +6.2% |
| 3Y | +108.5% | +12.4% | +96.1% | +82.0% |
| 5Y | +43.2% | +11.1% | +32.1% | +22.8% |
| All | +272.5% | +185.9% | +86.6% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling