+3,309.9%
V vs APD
+467.6%
+2,842.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.7% |
| 7D | +2.9% | -0.7% | +3.7% | +3.4% |
| 30D | +14.0% | +10.1% | +3.9% | +8.7% |
| 3M | +14.9% | +4.9% | +10.0% | +12.0% |
| 6M | +31.7% | +2.5% | +29.3% | +29.3% |
| YTD | +21.2% | +27.8% | -6.6% | +5.4% |
| 1Y | +25.3% | +32.9% | -7.6% | +5.9% |
| 3Y | +77.5% | +13.4% | +64.1% | +56.1% |
| 5Y | +102.6% | +12.8% | +89.7% | +74.7% |
| 10Y | +464.3% | +194.6% | +269.8% | +172.3% |
| All | +3,309.9% | +467.6% | +2,842.2% | +1,008.1% |
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