-53.2%
TE vs APD
+50.5%
-103.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.7% |
| YTD | -31.1% | +24.4% | -55.5% | -36.6% |
| 1Y | +148.6% | +6.7% | +142.0% | +139.8% |
| 3Y | -26.4% | +9.2% | -35.6% | -29.8% |
| 5Y | -48.0% | +27.4% | -75.4% | -52.8% |
| All | -53.2% | +50.5% | -103.6% | -57.5% |
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