-68.4%
U vs APD
+11.0%
-79.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +36.6% | -3.7% | +40.2% | +38.7% |
| 30D | +13.3% | +9.6% | +3.7% | +7.7% |
| 3M | +26.2% | +1.6% | +24.5% | +24.3% |
| 6M | +88.7% | +2.2% | +86.6% | +84.6% |
| YTD | +16.6% | +25.9% | -9.3% | -1.3% |
| 1Y | +29.0% | +20.1% | +8.8% | +11.1% |
| 3Y | +99.5% | +12.4% | +87.1% | +73.4% |
| All | -68.4% | +11.0% | -79.4% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling