+294.7%
VWO vs APD
+797.1%
-502.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.0% | +3.8% | -1.9% | -0.3% |
| 30D | -4.3% | +8.2% | -12.5% | -8.8% |
| 3M | -6.4% | +4.3% | -10.7% | -9.1% |
| 6M | -5.6% | +4.7% | -10.3% | -9.3% |
| YTD | +5.2% | +31.5% | -26.3% | -13.0% |
| 1Y | +5.2% | +23.5% | -18.4% | -10.2% |
| 3Y | +55.5% | +29.1% | +26.4% | +21.8% |
| 5Y | +25.6% | +15.9% | +9.7% | +0.7% |
| 10Y | +110.8% | +191.9% | -81.1% | -24.6% |
| All | +294.7% | +797.1% | -502.4% | -48.2% |
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 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