+59.6%
T vs APD
+11.7%
+48.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +1.0% | -3.7% | +4.7% | +1.5% |
| 30D | -10.6% | +9.6% | -20.2% | -11.5% |
| 3M | -7.7% | +1.6% | -9.4% | -7.9% |
| 6M | -13.3% | +2.2% | -15.5% | -13.4% |
| YTD | -8.8% | +25.9% | -34.6% | -11.5% |
| 1Y | -8.4% | +20.1% | -28.5% | -10.7% |
| 3Y | +59.6% | +12.4% | +47.2% | +54.2% |
| All | +59.6% | +11.7% | +48.0% | +54.2% |
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