+109.7%
UL vs APD
+191.9%
-82.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.1% | +3.8% | -2.7% | +0.1% |
| 30D | +4.5% | +8.2% | -3.7% | +2.3% |
| 3M | +6.5% | +4.3% | +2.2% | +5.2% |
| 6M | +18.2% | +4.7% | +13.5% | +16.4% |
| YTD | +4.7% | +31.5% | -26.9% | -3.8% |
| 1Y | +0.8% | +23.5% | -22.8% | -5.7% |
| 3Y | +35.9% | +29.1% | +6.8% | +22.0% |
| 5Y | +33.4% | +15.9% | +17.5% | +21.9% |
| All | +109.7% | +191.9% | -82.2% | +34.9% |
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