+6,170.5%
TGT vs APD
+6,473.2%
-302.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.6% | +3.8% | -1.2% | +1.1% |
| 30D | +4.7% | +8.2% | -3.5% | +1.5% |
| 3M | +4.6% | +4.3% | +0.3% | +2.8% |
| 6M | +34.9% | +4.7% | +30.2% | +31.6% |
| YTD | +70.9% | +31.5% | +39.4% | +51.0% |
| 1Y | +84.4% | +23.5% | +60.8% | +66.5% |
| 3Y | +69.1% | +29.1% | +40.0% | +47.2% |
| 5Y | -26.9% | +15.9% | -42.8% | -34.5% |
| 10Y | +207.6% | +191.9% | +15.7% | +81.6% |
| All | +6,170.5% | +6,473.2% | -302.8% | +839.3% |
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 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