+58.8%
T vs APD
+187.0%
-128.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -1.1% | +11.0% | -12.1% | -4.1% |
| 3M | -7.7% | +1.3% | -9.1% | -8.2% |
| 6M | -10.6% | +6.4% | -17.0% | -12.7% |
| YTD | -7.5% | +28.9% | -36.4% | -15.2% |
| 1Y | -7.4% | +23.2% | -30.7% | -14.2% |
| 3Y | +63.1% | +26.3% | +36.7% | +45.8% |
| 5Y | +55.2% | +12.0% | +43.2% | +41.9% |
| 10Y | +58.8% | +183.2% | -124.4% | -0.6% |
| All | +58.8% | +187.0% | -128.2% | -0.6% |
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 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