+2,653.9%
UL vs APD
+6,115.6%
-3,461.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | +0.5% | +2.1% | -1.6% | -0.1% |
| 3M | +17.6% | +7.2% | +10.4% | +15.0% |
| 6M | -5.4% | +11.2% | -16.6% | -8.7% |
| YTD | +0.7% | +24.4% | -23.7% | -6.1% |
| 1Y | -9.3% | +6.7% | -15.9% | -11.8% |
| 3Y | +24.5% | +9.2% | +15.3% | +17.2% |
| 5Y | +23.2% | +27.4% | -4.1% | +9.3% |
| 10Y | +64.5% | +164.8% | -100.3% | +14.5% |
| All | +2,653.9% | +6,115.6% | -3,461.8% | +744.7% |
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