-11.4%
TEAM vs APD
+11.7%
-23.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.5% | -14.7% | -15.9% |
| 7D | -19.8% | -3.7% | -16.2% | -19.3% |
| 30D | -21.5% | +9.6% | -31.1% | -22.7% |
| 3M | +39.5% | +1.6% | +37.9% | +39.2% |
| 6M | +73.1% | +2.2% | +70.9% | +72.5% |
| YTD | -5.2% | +25.9% | -31.1% | -10.7% |
| 1Y | -1.6% | +20.1% | -21.7% | -6.3% |
| 3Y | -11.4% | +12.4% | -23.8% | -15.1% |
| All | -11.4% | +11.7% | -23.1% | -15.1% |
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