+78.2%
U vs APD
+29.6%
+48.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +2.8% | +2.2% | +0.7% | +2.4% |
| 30D | +7.6% | +9.4% | -1.8% | +5.4% |
| 3M | +12.7% | +4.7% | +8.0% | +11.4% |
| 6M | +87.0% | +5.5% | +81.5% | +84.4% |
| YTD | +13.6% | +31.4% | -17.8% | +4.1% |
| 1Y | +25.3% | +24.1% | +1.2% | +16.8% |
| All | +78.2% | +29.6% | +48.6% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling