+467.0%
TEAM vs APD
+192.6%
+274.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | 0.0% |
| 7D | -17.2% | -1.6% | -15.6% | -16.6% |
| 30D | -25.1% | +10.6% | -35.7% | -28.2% |
| 3M | +3.9% | +2.5% | +1.4% | +2.6% |
| 6M | +69.1% | +6.0% | +63.1% | +63.7% |
| YTD | -4.5% | +28.4% | -32.9% | -16.0% |
| 1Y | -1.9% | +22.2% | -24.0% | -12.1% |
| 3Y | -9.3% | +26.6% | -35.9% | -21.9% |
| 5Y | -65.2% | +11.8% | -76.9% | -69.4% |
| 10Y | +467.0% | +187.8% | +279.2% | +178.7% |
| All | +467.0% | +192.6% | +274.4% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling