+10,532.8%
TER vs APD
+6,445.2%
+4,087.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +7.8% |
| 7D | +5.9% | -1.2% | +7.0% | +7.0% |
| 30D | -30.8% | +11.0% | -41.8% | -34.7% |
| 3M | -29.9% | +2.6% | -32.5% | -31.2% |
| 6M | -27.5% | +4.8% | -32.3% | -30.2% |
| YTD | +37.5% | +31.0% | +6.5% | +16.3% |
| 1Y | +50.3% | +23.4% | +26.9% | +30.6% |
| 3Y | +204.9% | +28.4% | +176.5% | +150.9% |
| 5Y | +89.2% | +15.2% | +74.0% | +64.0% |
| 10Y | +1,077.0% | +190.7% | +886.3% | +497.9% |
| All | +10,532.8% | +6,445.2% | +4,087.6% | +1,178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling