+69.5%
TGT vs APD
+28.0%
+41.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | +6.0% | +11.0% | -5.0% | +3.1% |
| 3M | +8.0% | +2.0% | +6.0% | +7.4% |
| 6M | +32.3% | +7.1% | +25.3% | +29.5% |
| YTD | +71.3% | +29.8% | +41.5% | +55.8% |
| 1Y | +86.8% | +24.0% | +62.8% | +72.2% |
| All | +69.5% | +28.0% | +41.5% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling