-48.8%
SE vs APD
+36.4%
-85.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.4% |
| 7D | +6.7% | +3.8% | +2.9% | +6.6% |
| 30D | -17.2% | +14.1% | -31.3% | -17.4% |
| 3M | -28.0% | +8.2% | -36.2% | -28.2% |
| 6M | -6.1% | +7.5% | -13.7% | -6.8% |
| YTD | -37.1% | +31.7% | -68.8% | -36.8% |
| 1Y | -48.8% | +35.1% | -83.8% | -46.6% |
| All | -48.8% | +36.4% | -85.1% | -46.6% |
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