+213.6%
RF vs APD
+191.9%
+21.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.9% | +3.8% | -1.9% | -0.2% |
| 30D | +7.3% | +8.2% | -0.9% | +2.6% |
| 3M | -7.9% | +4.3% | -12.2% | -10.3% |
| 6M | +10.5% | +4.7% | +5.8% | +6.7% |
| YTD | +9.6% | +31.5% | -21.9% | -8.4% |
| 1Y | +20.3% | +23.5% | -3.2% | +3.9% |
| 3Y | +119.5% | +29.1% | +90.4% | +76.8% |
| 5Y | +48.2% | +15.9% | +32.3% | +24.2% |
| All | +213.6% | +191.9% | +21.7% | +38.7% |
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