+108.8%
V vs APD
+12.7%
+96.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +9.9% | +11.0% | -1.1% | +6.7% |
| 3M | +17.5% | +2.0% | +15.5% | +16.8% |
| 6M | +33.5% | +7.1% | +26.4% | +30.6% |
| YTD | +21.6% | +29.8% | -8.2% | +11.5% |
| 1Y | +27.6% | +24.0% | +3.5% | +18.5% |
| 3Y | +76.4% | +27.2% | +49.2% | +59.8% |
| All | +108.8% | +12.7% | +96.2% | +88.2% |
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