+109.3%
RF vs APD
+13.4%
+95.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +5.0% | +10.1% | -5.1% | +2.3% |
| 3M | -10.0% | +4.9% | -14.9% | -11.2% |
| 6M | +3.3% | +2.5% | +0.9% | +2.4% |
| YTD | +7.9% | +27.8% | -19.8% | -0.4% |
| 1Y | +21.2% | +32.9% | -11.6% | +9.9% |
| All | +109.3% | +13.4% | +95.9% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling