+202.8%
TER vs APD
+27.6%
+175.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | -8.3% | +2.1% | -10.4% | -9.5% |
| 3M | -12.2% | +7.2% | -19.4% | -16.2% |
| 6M | +17.1% | +11.2% | +5.8% | +9.6% |
| YTD | +84.7% | +24.4% | +60.3% | +62.7% |
| 1Y | +199.9% | +6.7% | +193.3% | +184.6% |
| 3Y | +232.8% | +9.2% | +223.5% | +205.0% |
| All | +202.8% | +27.6% | +175.3% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling