+484.0%
V vs APD
+191.9%
+292.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.9% | +3.8% | -2.9% | -0.8% |
| 30D | +9.0% | +8.2% | +0.8% | +5.2% |
| 3M | +16.7% | +4.3% | +12.4% | +14.4% |
| 6M | +33.4% | +4.7% | +28.7% | +30.1% |
| YTD | +22.4% | +31.5% | -9.2% | +6.4% |
| 1Y | +27.7% | +23.5% | +4.1% | +14.1% |
| 3Y | +78.0% | +29.1% | +48.9% | +49.7% |
| 5Y | +108.5% | +15.9% | +92.6% | +80.3% |
| All | +484.0% | +191.9% | +292.1% | +168.0% |
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 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