+2,731.1%
UL vs APD
+6,189.3%
-3,458.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +1.1% | -3.7% | +4.8% | +2.2% |
| 30D | +8.2% | +9.6% | -1.4% | +5.4% |
| 3M | +4.5% | +1.6% | +2.9% | +4.0% |
| 6M | +12.6% | +2.2% | +10.4% | +11.4% |
| YTD | +3.5% | +25.9% | -22.3% | -3.8% |
| 1Y | -0.4% | +20.1% | -20.6% | -6.3% |
| 3Y | +36.0% | +12.4% | +23.6% | +27.0% |
| 5Y | +30.9% | +11.1% | +19.8% | +21.1% |
| 10Y | +97.5% | +190.1% | -92.6% | +33.9% |
| All | +2,731.1% | +6,189.3% | -3,458.2% | +765.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling