+3,310.4%
V vs APD
+459.1%
+2,851.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +4.2% |
| 30D | +13.6% | +9.6% | +4.0% | +8.5% |
| 3M | +14.3% | +1.6% | +12.7% | +13.2% |
| 6M | +33.1% | +2.2% | +30.9% | +30.8% |
| YTD | +21.2% | +25.9% | -4.6% | +6.2% |
| 1Y | +26.4% | +20.1% | +6.3% | +13.0% |
| 3Y | +77.6% | +12.4% | +65.2% | +56.8% |
| 5Y | +102.6% | +11.1% | +91.5% | +76.1% |
| 10Y | +464.4% | +190.1% | +274.3% | +174.4% |
| All | +3,310.4% | +459.1% | +2,851.3% | +1,016.6% |
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