+24.3%
W vs APD
+36.4%
-12.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +11.0% |
| 7D | +8.4% | +3.8% | +4.6% | +8.4% |
| 30D | +16.5% | +14.1% | +2.4% | +17.0% |
| 3M | +6.4% | +8.2% | -1.8% | +6.6% |
| 6M | +90.5% | +7.5% | +83.0% | +91.6% |
| YTD | +23.1% | +31.7% | -8.6% | +19.6% |
| 1Y | +24.3% | +35.1% | -10.8% | +19.8% |
| All | +24.3% | +36.4% | -12.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling