+886.2%
TER vs APD
+185.9%
+700.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.4% |
| 7D | -20.5% | -3.7% | -16.8% | -18.7% |
| 30D | -47.0% | +9.6% | -56.6% | -49.8% |
| 3M | -43.3% | +1.6% | -44.9% | -44.2% |
| 6M | -42.9% | +2.2% | -45.1% | -44.4% |
| YTD | +12.9% | +25.9% | -13.0% | -3.4% |
| 1Y | +18.2% | +20.1% | -2.0% | +3.2% |
| 3Y | +151.8% | +12.4% | +139.4% | +119.6% |
| 5Y | +54.2% | +11.1% | +43.1% | +33.1% |
| All | +886.2% | +185.9% | +700.3% | +358.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling