+1,440.4%
RF vs APD
+6,478.8%
-5,038.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.5% |
| 7D | +2.3% | +3.8% | -1.5% | +0.3% |
| 30D | +7.2% | +14.1% | -6.9% | 0.0% |
| 3M | -8.2% | +8.2% | -16.4% | -12.2% |
| 6M | +7.0% | +7.5% | -0.5% | +2.0% |
| YTD | +10.3% | +31.7% | -21.4% | -6.2% |
| 1Y | +25.1% | +35.1% | -10.0% | +4.0% |
| 3Y | +110.3% | +16.8% | +93.5% | +82.7% |
| 5Y | +47.1% | +19.4% | +27.7% | +24.5% |
| 10Y | +297.9% | +203.5% | +94.4% | +106.2% |
| All | +1,440.4% | +6,478.8% | -5,038.3% | +211.4% |
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