-8.4%
U vs APD
+6.9%
-15.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.4% |
| 7D | -3.8% | -2.2% | -1.6% | -4.7% |
| 30D | +17.5% | +2.1% | +15.4% | +18.4% |
| 3M | +38.7% | +7.2% | +31.6% | +43.1% |
| 6M | +104.4% | +11.2% | +93.2% | +117.3% |
| YTD | -5.7% | +24.4% | -30.1% | +9.6% |
| All | -8.4% | +6.9% | -15.3% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling