-40.9%
SE vs APD
+6.0%
-47.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -6.1% | -2.2% | -3.9% | -5.9% |
| 30D | -2.5% | +2.1% | -4.5% | -2.6% |
| 3M | +21.7% | +7.2% | +14.5% | +20.7% |
| 6M | +27.0% | +11.2% | +15.8% | +25.3% |
| YTD | -12.1% | +24.4% | -36.5% | -14.0% |
| 1Y | -40.9% | +6.7% | -47.6% | -35.8% |
| All | -40.9% | +6.0% | -47.0% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling