+49,750.0%
TSCO vs APD
+2,694.6%
+47,055.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.8% | -2.2% | +3.0% | +1.5% |
| 30D | +5.5% | +2.1% | +3.4% | +4.7% |
| 3M | +20.0% | +7.2% | +12.8% | +16.9% |
| 6M | -29.8% | +11.2% | -41.0% | -32.6% |
| YTD | -28.7% | +24.4% | -53.1% | -34.2% |
| 1Y | -40.9% | +6.7% | -47.6% | -42.9% |
| 3Y | -15.9% | +9.2% | -25.2% | -21.0% |
| 5Y | -3.5% | +27.4% | -30.8% | -14.8% |
| 10Y | +142.2% | +164.8% | -22.6% | +63.0% |
| All | +49,750.0% | +2,694.6% | +47,055.4% | +19,362.3% |
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