+142.0%
W vs APD
+11.7%
+130.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -3.6% | -3.7% | +0.1% | -1.4% |
| 30D | +7.0% | +9.6% | -2.6% | +2.0% |
| 3M | +7.4% | +1.6% | +5.7% | +6.4% |
| 6M | +69.3% | +2.2% | +67.1% | +66.2% |
| YTD | +11.3% | +25.9% | -14.6% | -6.6% |
| 1Y | +13.2% | +20.1% | -6.9% | -2.2% |
| 3Y | +142.0% | +12.4% | +129.6% | +114.0% |
| All | +142.0% | +11.7% | +130.4% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling