+130.4%
TLT vs APD
+1,175.1%
-1,044.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.2% |
| 7D | +0.1% | -3.7% | +3.8% | -0.4% |
| 30D | +6.2% | +9.6% | -3.4% | +7.4% |
| 3M | -0.3% | +1.6% | -2.0% | -0.1% |
| 6M | -3.4% | +2.2% | -5.5% | -2.9% |
| YTD | -3.1% | +25.9% | -29.0% | 0.0% |
| 1Y | -5.2% | +20.1% | -25.4% | -2.7% |
| 3Y | +6.5% | +12.4% | -5.9% | +9.2% |
| 5Y | -34.7% | +11.1% | -45.8% | -32.9% |
| 10Y | -17.6% | +190.1% | -207.8% | +3.4% |
| All | +130.4% | +1,175.1% | -1,044.7% | +295.6% |
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