+90.1%
RF vs APD
+27.6%
+62.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.3% | -2.2% | +3.5% | +2.2% |
| 30D | -3.6% | +2.1% | -5.7% | -4.5% |
| 3M | +8.1% | +7.2% | +0.9% | +4.7% |
| 6M | +11.5% | +11.2% | +0.2% | +5.9% |
| YTD | +15.6% | +24.4% | -8.8% | +4.4% |
| 1Y | +15.7% | +6.7% | +9.0% | +11.3% |
| 3Y | +86.9% | +9.2% | +77.6% | +75.2% |
| All | +90.1% | +27.6% | +62.5% | +44.8% |
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 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