+392.5%
VNQ vs APD
+920.5%
-527.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -1.3% | -2.2% | +1.0% | 0.0% |
| 30D | -2.9% | +2.1% | -5.0% | -4.3% |
| 3M | +0.8% | +7.2% | -6.4% | -4.0% |
| 6M | +2.5% | +11.2% | -8.8% | -4.9% |
| YTD | +10.6% | +24.4% | -13.8% | -4.4% |
| 1Y | +9.1% | +6.7% | +2.4% | +2.1% |
| 3Y | +31.0% | +9.2% | +21.8% | +15.5% |
| 5Y | +4.9% | +27.4% | -22.4% | -18.6% |
| 10Y | +59.5% | +164.8% | -105.4% | -30.1% |
| All | +392.5% | +920.5% | -527.9% | -19.3% |
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