+105.8%
V vs APD
+15.4%
+90.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -0.4% | +2.2% | -2.5% | -1.0% |
| 30D | +6.3% | +9.4% | -3.1% | +3.6% |
| 3M | +17.2% | +4.7% | +12.5% | +15.6% |
| 6M | +29.2% | +5.5% | +23.8% | +27.0% |
| YTD | +20.8% | +31.4% | -10.6% | +10.4% |
| 1Y | +25.0% | +24.1% | +0.9% | +16.2% |
| 3Y | +75.3% | +28.8% | +46.5% | +58.2% |
| 5Y | +105.8% | +15.8% | +90.1% | +83.2% |
| All | +105.8% | +15.4% | +90.4% | +83.2% |
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