+637.6%
TEAM vs APD
+227.8%
+409.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | -0.1% |
| 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% | -16.1% |
| 1Y | -1.9% | +22.2% | -24.0% | -12.2% |
| 3Y | -9.3% | +26.6% | -35.9% | -22.0% |
| 5Y | -65.2% | +11.8% | -76.9% | -69.3% |
| 10Y | +467.0% | +187.8% | +279.2% | +181.4% |
| All | +637.6% | +227.8% | +409.8% | +242.5% |
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