-76.7%
TE vs APD
+55.4%
-132.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.6% |
| 7D | -10.5% | -1.6% | -9.0% | -10.0% |
| 30D | -32.4% | +10.6% | -43.1% | -34.6% |
| 3M | -60.9% | +2.5% | -63.4% | -61.2% |
| 6M | -62.8% | +6.0% | -68.8% | -63.7% |
| YTD | -65.7% | +28.4% | -94.2% | -68.8% |
| 1Y | -39.9% | +22.2% | -62.0% | -44.6% |
| 3Y | +10.6% | +26.6% | -15.9% | +1.2% |
| 5Y | -79.7% | +11.8% | -91.4% | -81.6% |
| All | -76.7% | +55.4% | -132.1% | -79.0% |
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