+8,486.3%
TPR vs APD
+1,532.0%
+6,954.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +9.0% |
| 7D | +13.9% | -0.7% | +14.6% | +14.2% |
| 30D | +14.9% | +10.1% | +4.8% | +7.5% |
| 3M | -15.4% | +4.9% | -20.3% | -18.4% |
| 6M | -4.5% | +2.5% | -6.9% | -7.1% |
| YTD | +6.0% | +27.8% | -21.8% | -12.3% |
| 1Y | +24.3% | +32.9% | -8.5% | -1.8% |
| 3Y | +412.8% | +13.4% | +399.5% | +329.1% |
| 5Y | +258.4% | +12.8% | +245.6% | +195.3% |
| 10Y | +396.8% | +194.6% | +202.2% | +105.4% |
| All | +8,486.3% | +1,532.0% | +6,954.3% | +887.5% |
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