+23.5%
UL vs APD
+27.6%
-4.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.3% | -2.2% | +0.9% | -1.0% |
| 30D | +0.5% | +2.1% | -1.6% | +0.1% |
| 3M | +17.6% | +7.2% | +10.4% | +16.1% |
| 6M | -5.4% | +11.2% | -16.6% | -7.4% |
| YTD | +0.7% | +24.4% | -23.7% | -3.7% |
| 1Y | -9.3% | +6.7% | -15.9% | -10.7% |
| 3Y | +24.5% | +9.2% | +15.3% | +20.4% |
| All | +23.5% | +27.6% | -4.1% | +12.2% |
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