+1,872.1%
T vs APD
+6,115.6%
-4,243.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | +11.4% | +2.1% | +9.3% | +10.7% |
| 3M | +14.3% | +7.2% | +7.1% | +11.5% |
| 6M | -9.3% | +11.2% | -20.5% | -12.6% |
| YTD | +7.1% | +24.4% | -17.3% | -0.4% |
| 1Y | -9.1% | +6.7% | -15.8% | -11.8% |
| 3Y | +105.3% | +9.2% | +96.1% | +93.1% |
| 5Y | +66.8% | +27.4% | +39.5% | +47.3% |
| 10Y | +66.8% | +164.8% | -98.0% | +15.4% |
| All | +1,872.1% | +6,115.6% | -4,243.5% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling