+65.3%
T vs APD
+161.1%
-95.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | +7.6% | -1.9% | +9.5% | +8.2% |
| 3M | +15.3% | +8.2% | +7.1% | +12.1% |
| 6M | -8.5% | +10.7% | -19.2% | -11.9% |
| YTD | +6.8% | +22.9% | -16.2% | -0.7% |
| 1Y | -7.2% | +5.8% | -13.0% | -9.9% |
| 3Y | +108.2% | +7.8% | +100.5% | +96.2% |
| 5Y | +66.1% | +26.1% | +39.9% | +43.3% |
| 10Y | +65.3% | +163.7% | -98.4% | +6.0% |
| All | +65.3% | +161.1% | -95.8% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling