+126.1%
TLT vs APD
+1,231.3%
-1,105.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.4% |
| 7D | -2.7% | +2.2% | -4.9% | -2.4% |
| 30D | +2.2% | +9.4% | -7.3% | +3.3% |
| 3M | -1.7% | +4.7% | -6.4% | -1.1% |
| 6M | -4.0% | +5.5% | -9.4% | -3.2% |
| YTD | -4.9% | +31.4% | -36.4% | -1.3% |
| 1Y | -7.4% | +24.1% | -31.5% | -4.5% |
| 3Y | +3.0% | +28.8% | -25.7% | +7.6% |
| 5Y | -35.1% | +15.8% | -50.9% | -32.9% |
| 10Y | -12.7% | +191.6% | -204.4% | +9.4% |
| All | +126.1% | +1,231.3% | -1,105.2% | +290.3% |
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