+39.5%
TEAM vs APD
+2.5%
+37.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.5% | -14.7% | -15.5% |
| 7D | -19.8% | -3.7% | -16.2% | -18.7% |
| 30D | -21.5% | +9.6% | -31.1% | -24.8% |
| 3M | +39.5% | +1.6% | +37.9% | +52.2% |
| All | +39.5% | +2.5% | +37.0% | +52.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling