-69.4%
U vs APD
+27.6%
-97.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -3.8% | -2.2% | -1.6% | -2.7% |
| 30D | +17.5% | +2.1% | +15.4% | +16.3% |
| 3M | +38.7% | +7.2% | +31.6% | +33.5% |
| 6M | +104.4% | +11.2% | +93.2% | +91.0% |
| YTD | -5.7% | +24.4% | -30.1% | -19.3% |
| 1Y | +3.7% | +6.7% | -3.0% | -3.0% |
| 3Y | +12.3% | +9.2% | +3.1% | +0.4% |
| All | -69.4% | +27.6% | -97.0% | -80.5% |
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