+631.8%
TEAM vs APD
+221.3%
+410.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.5% | -14.7% | -15.5% |
| 7D | -19.8% | -3.7% | -16.2% | -18.5% |
| 30D | -21.5% | +9.6% | -31.1% | -24.5% |
| 3M | +39.5% | +1.6% | +37.9% | +38.4% |
| 6M | +73.1% | +2.2% | +70.9% | +70.0% |
| YTD | -5.2% | +25.9% | -31.1% | -16.1% |
| 1Y | -1.6% | +20.1% | -21.7% | -11.3% |
| 3Y | -11.4% | +12.4% | -23.8% | -20.0% |
| 5Y | -65.1% | +11.1% | -76.2% | -69.2% |
| 10Y | +471.3% | +190.1% | +281.2% | +181.8% |
| All | +631.8% | +221.3% | +410.6% | +242.7% |
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 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