-50.3%
TEAM vs APD
+27.6%
-77.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -0.4% | -2.2% | +1.8% | +0.4% |
| 30D | +67.3% | +2.1% | +65.2% | +66.0% |
| 3M | +86.8% | +7.2% | +79.6% | +81.2% |
| 6M | +146.8% | +11.2% | +135.6% | +133.3% |
| YTD | +16.9% | +24.4% | -7.5% | +4.1% |
| 1Y | +12.8% | +6.7% | +6.1% | +7.9% |
| 3Y | -7.3% | +9.2% | -16.5% | -13.8% |
| All | -50.3% | +27.6% | -77.9% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling