-24.7%
U vs APD
+17.7%
-42.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.1% |
| 7D | +36.6% | -3.7% | +40.2% | +38.4% |
| 30D | +13.3% | +9.6% | +3.7% | +8.4% |
| 3M | +26.2% | +1.6% | +24.5% | +24.6% |
| 6M | +88.7% | +2.2% | +86.6% | +85.2% |
| YTD | +16.6% | +25.9% | -9.3% | +1.2% |
| 1Y | +29.0% | +20.1% | +8.8% | +13.6% |
| 3Y | +99.5% | +12.4% | +87.1% | +77.8% |
| 5Y | -66.1% | +11.1% | -77.2% | -73.2% |
| All | -24.7% | +17.7% | -42.3% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling