+19.3%
TPR vs APD
+36.4%
-17.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.7% | +3.6% |
| 7D | +12.6% | +3.8% | +8.8% | +12.8% |
| 30D | +7.1% | +14.1% | -7.0% | +7.7% |
| 3M | -19.4% | +8.2% | -27.6% | -19.0% |
| 6M | -9.7% | +7.5% | -17.3% | -9.6% |
| YTD | -1.0% | +31.7% | -32.7% | +4.7% |
| 1Y | +19.3% | +35.1% | -15.8% | +32.0% |
| All | +19.3% | +36.4% | -17.1% | +32.0% |
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