+329.3%
VWO vs APD
+748.3%
-419.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | +1.1% | -2.2% | +3.3% | +2.4% |
| 30D | +2.4% | +2.1% | +0.3% | +0.9% |
| 3M | +2.0% | +7.2% | -5.2% | -3.1% |
| 6M | +10.7% | +11.2% | -0.6% | +2.3% |
| YTD | +14.4% | +24.4% | -10.0% | -1.9% |
| 1Y | +22.7% | +6.7% | +16.0% | +14.2% |
| 3Y | +64.2% | +9.2% | +55.0% | +42.0% |
| 5Y | +35.8% | +27.4% | +8.4% | +1.2% |
| 10Y | +114.7% | +164.8% | -50.1% | -17.8% |
| All | +329.3% | +748.3% | -419.0% | -41.6% |
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