+208.9%
W vs APD
+191.6%
+17.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -1.7% | +2.2% | -3.8% | -3.3% |
| 30D | +3.2% | +9.4% | -6.2% | -3.5% |
| 3M | +8.3% | +4.7% | +3.6% | +4.4% |
| 6M | +84.3% | +5.5% | +78.8% | +74.4% |
| YTD | +11.0% | +31.4% | -20.4% | -14.3% |
| 1Y | -0.2% | +24.1% | -24.3% | -19.6% |
| 3Y | +157.9% | +28.8% | +129.2% | +100.0% |
| 5Y | -56.8% | +15.8% | -72.6% | -63.9% |
| All | +208.9% | +191.6% | +17.3% | +27.5% |
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