-78.2%
SE vs APD
+15.4%
-93.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -1.5% | +2.2% | -3.6% | -2.6% |
| 30D | -22.3% | +9.4% | -31.7% | -25.9% |
| 3M | -41.8% | +4.7% | -46.5% | -43.4% |
| 6M | -22.4% | +5.5% | -27.9% | -25.0% |
| YTD | -41.6% | +31.4% | -73.0% | -50.7% |
| 1Y | -48.0% | +24.1% | -72.1% | -54.9% |
| 3Y | +63.9% | +28.8% | +35.1% | +33.1% |
| 5Y | -78.2% | +15.8% | -93.9% | -86.6% |
| All | -78.2% | +15.4% | -93.6% | -86.6% |
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 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