+57.8%
T vs APD
+16.4%
+41.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +3.8% | -1.3% | +1.8% |
| 30D | -3.8% | +8.2% | -12.0% | -5.1% |
| 3M | -8.7% | +4.3% | -13.0% | -9.4% |
| 6M | -8.1% | +4.7% | -12.8% | -8.9% |
| YTD | -6.4% | +31.5% | -38.0% | -11.6% |
| 1Y | -9.8% | +23.5% | -33.3% | -13.7% |
| 3Y | +65.5% | +29.1% | +36.4% | +54.5% |
| All | +57.8% | +16.4% | +41.4% | +40.8% |
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