+50.3%
TER vs APD
+24.7%
+25.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.2% |
| 7D | +5.9% | -1.2% | +7.0% | +5.9% |
| 30D | -30.8% | +11.0% | -41.8% | -31.2% |
| 3M | -29.9% | +2.6% | -32.5% | -30.0% |
| 6M | -27.5% | +4.8% | -32.3% | -28.1% |
| YTD | +37.5% | +31.0% | +6.5% | +32.7% |
| 1Y | +50.3% | +23.4% | +26.9% | +46.3% |
| All | +50.3% | +24.7% | +25.6% | +46.3% |
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