+27.3%
V vs APD
+22.2%
+5.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +9.7% | +11.0% | -1.3% | +8.4% |
| 3M | +17.3% | +1.3% | +16.0% | +17.1% |
| 6M | +33.2% | +6.4% | +26.9% | +32.5% |
| YTD | +21.3% | +28.9% | -7.6% | +17.4% |
| 1Y | +27.3% | +23.2% | +4.1% | +23.7% |
| All | +27.3% | +22.2% | +5.1% | +23.7% |
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 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