+43.2%
TER vs APD
+36.4%
+6.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -6.7% |
| 7D | -19.9% | +3.8% | -23.7% | -19.7% |
| 30D | -43.5% | +14.1% | -57.6% | -43.5% |
| 3M | -37.8% | +8.2% | -46.0% | -37.9% |
| 6M | -25.6% | +7.5% | -33.1% | -26.1% |
| YTD | +29.8% | +31.7% | -1.8% | +29.7% |
| 1Y | +43.2% | +35.1% | +8.1% | +44.6% |
| All | +43.2% | +36.4% | +6.8% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling