-27.6%
TE vs APD
+11.2%
-38.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -4.0% | -2.2% | -1.8% | -3.3% |
| 30D | -15.9% | +2.1% | -18.0% | -16.5% |
| 3M | -60.5% | +7.2% | -67.7% | -61.5% |
| 6M | -35.2% | +11.2% | -46.5% | -37.8% |
| YTD | -31.1% | +24.4% | -55.5% | -37.2% |
| 1Y | +148.6% | +6.7% | +142.0% | +144.6% |
| All | -27.6% | +11.2% | -38.7% | -29.8% |
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 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