+1,671.4%
TER vs APD
+165.5%
+1,506.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | -2.2% | +2.8% | +1.9% |
| 30D | -8.3% | +2.1% | -10.4% | -9.7% |
| 3M | -12.2% | +7.2% | -19.4% | -16.8% |
| 6M | +17.1% | +11.2% | +5.8% | +8.5% |
| YTD | +84.7% | +24.4% | +60.3% | +59.6% |
| 1Y | +199.9% | +6.7% | +193.3% | +180.3% |
| 3Y | +232.8% | +9.2% | +223.5% | +196.0% |
| 5Y | +198.6% | +27.4% | +171.2% | +136.0% |
| All | +1,671.4% | +165.5% | +1,506.0% | +716.9% |
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