-0.4%
UL vs APD
+22.2%
-22.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +6.8% | +11.0% | -4.3% | +4.8% |
| 3M | +5.7% | +1.3% | +4.4% | +5.4% |
| 6M | +15.9% | +6.4% | +9.5% | +15.1% |
| YTD | +4.3% | +28.9% | -24.7% | -4.2% |
| 1Y | -0.4% | +23.2% | -23.7% | -6.0% |
| All | -0.4% | +22.2% | -22.7% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling