-4.6%
TLT vs APD
+21.8%
-26.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.3% | -1.6% | +1.8% | +0.3% |
| 30D | +5.1% | +10.6% | -5.5% | +5.2% |
| 3M | -0.2% | +2.5% | -2.7% | -0.2% |
| 6M | -2.9% | +6.0% | -8.9% | -2.7% |
| YTD | -2.7% | +28.4% | -31.1% | -3.0% |
| All | -4.6% | +21.8% | -26.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling