+8,410.9%
TER vs APD
+6,285.2%
+2,125.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -13.6% |
| 7D | -28.2% | -0.7% | -27.5% | -27.8% |
| 30D | -50.6% | +10.1% | -60.7% | -53.2% |
| 3M | -45.3% | +4.9% | -50.2% | -47.1% |
| 6M | -40.4% | +2.5% | -42.8% | -42.0% |
| YTD | +10.0% | +27.8% | -17.7% | -5.8% |
| 1Y | +13.6% | +32.9% | -19.2% | -5.8% |
| 3Y | +145.2% | +13.4% | +131.8% | +114.5% |
| 5Y | +50.4% | +12.8% | +37.5% | +31.6% |
| 10Y | +882.9% | +194.6% | +688.4% | +395.0% |
| All | +8,410.9% | +6,285.2% | +2,125.7% | +936.0% |
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