+1,407.5%
RF vs APD
+6,285.2%
-4,877.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +5.0% | +10.1% | -5.1% | -0.2% |
| 3M | -10.0% | +4.9% | -14.9% | -12.4% |
| 6M | +3.3% | +2.5% | +0.9% | +1.0% |
| YTD | +7.9% | +27.8% | -19.8% | -6.8% |
| 1Y | +21.2% | +32.9% | -11.6% | +1.7% |
| 3Y | +105.8% | +13.4% | +92.4% | +81.6% |
| 5Y | +43.7% | +12.8% | +30.9% | +25.4% |
| 10Y | +289.4% | +194.6% | +94.9% | +105.0% |
| All | +1,407.5% | +6,285.2% | -4,877.7% | +209.5% |
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