+52,086.5%
TSCO vs APD
+2,852.3%
+49,234.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.1% | +2.2% | -2.1% | -0.6% |
| 30D | +8.7% | +9.4% | -0.7% | +5.6% |
| 3M | +1.2% | +4.7% | -3.4% | -0.3% |
| 6M | +21.6% | +5.5% | +16.1% | +18.9% |
| YTD | -25.3% | +31.4% | -56.7% | -32.3% |
| 1Y | -33.0% | +24.1% | -57.1% | -38.2% |
| 3Y | -2.3% | +28.8% | -31.0% | -12.7% |
| 5Y | -9.2% | +15.8% | -24.9% | -17.2% |
| 10Y | +202.2% | +191.6% | +10.6% | +97.1% |
| All | +52,086.5% | +2,852.3% | +49,234.2% | +19,906.0% |
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 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