+66.7%
UL vs APD
+161.1%
-94.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.3% | -2.5% | +1.2% | -0.6% |
| 30D | +0.9% | -1.9% | +2.8% | +1.4% |
| 3M | +14.2% | +8.2% | +6.0% | +11.5% |
| 6M | -3.2% | +10.7% | -13.9% | -6.3% |
| YTD | -0.3% | +22.9% | -23.3% | -6.7% |
| 1Y | -8.8% | +5.8% | -14.6% | -11.0% |
| 3Y | +23.9% | +7.8% | +16.1% | +17.3% |
| 5Y | +21.4% | +26.1% | -4.8% | +6.6% |
| 10Y | +66.7% | +163.7% | -97.1% | +13.0% |
| All | +66.7% | +161.1% | -94.5% | +13.0% |
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