+144.9%
W vs APD
+165.5%
-20.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.3% |
| 7D | -4.2% | -2.2% | -2.0% | -2.5% |
| 30D | -7.6% | +2.1% | -9.7% | -9.4% |
| 3M | +37.2% | +7.2% | +30.0% | +28.1% |
| 6M | +26.3% | +11.2% | +15.1% | +13.0% |
| YTD | -1.0% | +24.4% | -25.4% | -20.3% |
| 1Y | +20.1% | +6.7% | +13.4% | +8.7% |
| 3Y | +37.8% | +9.2% | +28.5% | +20.9% |
| 5Y | -63.7% | +27.4% | -91.0% | -71.8% |
| All | +144.9% | +165.5% | -20.6% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling