-78.0%
SE vs APD
+11.0%
-89.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.9% |
| 7D | +2.0% | -3.7% | +5.7% | +4.1% |
| 30D | -20.0% | +9.6% | -29.6% | -23.8% |
| 3M | -31.8% | +1.6% | -33.4% | -32.5% |
| 6M | -15.9% | +2.2% | -18.0% | -17.4% |
| YTD | -40.6% | +25.9% | -66.5% | -48.8% |
| 1Y | -50.7% | +20.1% | -70.8% | -56.5% |
| 3Y | +70.3% | +12.4% | +57.9% | +50.9% |
| All | -78.0% | +11.0% | -89.0% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling