+986.7%
TER vs APD
+184.8%
+801.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -8.9% | -0.2% | -8.7% | -8.6% |
| 30D | -39.1% | +11.0% | -50.1% | -42.6% |
| 3M | -32.8% | +2.0% | -34.7% | -33.8% |
| 6M | -31.7% | +7.1% | -38.8% | -35.3% |
| YTD | +26.9% | +29.8% | -2.8% | +6.9% |
| 1Y | +33.6% | +24.0% | +9.5% | +14.7% |
| 3Y | +181.5% | +27.2% | +154.3% | +128.9% |
| 5Y | +76.1% | +12.8% | +63.4% | +51.2% |
| All | +986.7% | +184.8% | +801.9% | +374.2% |
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