+70.3%
SE vs APD
+11.7%
+58.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +2.0% | -3.7% | +5.7% | +3.1% |
| 30D | -20.0% | +9.6% | -29.6% | -22.1% |
| 3M | -31.8% | +1.6% | -33.4% | -32.1% |
| 6M | -15.9% | +2.2% | -18.0% | -16.6% |
| YTD | -40.6% | +25.9% | -66.5% | -45.2% |
| 1Y | -50.7% | +20.1% | -70.8% | -53.8% |
| 3Y | +70.3% | +12.4% | +57.9% | +56.7% |
| All | +70.3% | +11.7% | +58.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling