+1,514.2%
RF vs APD
+6,115.6%
-4,601.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.3% | -2.2% | +3.5% | +2.5% |
| 30D | -3.6% | +2.1% | -5.7% | -4.8% |
| 3M | +8.1% | +7.2% | +0.9% | +3.5% |
| 6M | +11.5% | +11.2% | +0.2% | +4.1% |
| YTD | +15.6% | +24.4% | -8.8% | +1.4% |
| 1Y | +15.7% | +6.7% | +9.0% | +9.2% |
| 3Y | +86.9% | +9.2% | +77.6% | +68.6% |
| 5Y | +89.8% | +27.4% | +62.5% | +55.1% |
| 10Y | +344.7% | +164.8% | +179.9% | +147.4% |
| All | +1,514.2% | +6,115.6% | -4,601.5% | +236.7% |
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 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