+256.1%
TPR vs APD
+11.0%
+245.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +14.2% | -3.7% | +17.9% | +15.8% |
| 30D | +17.1% | +9.6% | +7.5% | +12.8% |
| 3M | -17.7% | +1.6% | -19.4% | -18.4% |
| 6M | -10.2% | +2.2% | -12.3% | -11.3% |
| YTD | +4.9% | +25.9% | -21.0% | -5.9% |
| 1Y | +36.1% | +20.1% | +16.0% | +24.1% |
| 3Y | +416.5% | +12.4% | +404.1% | +374.5% |
| All | +256.1% | +11.0% | +245.2% | +195.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling