-54.2%
W vs APD
+11.0%
-65.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.3% |
| 7D | -3.6% | -3.7% | +0.1% | -0.4% |
| 30D | +7.0% | +9.6% | -2.6% | -0.2% |
| 3M | +7.4% | +1.6% | +5.7% | +5.8% |
| 6M | +69.3% | +2.2% | +67.1% | +63.8% |
| YTD | +11.3% | +25.9% | -14.6% | -12.5% |
| 1Y | +13.2% | +20.1% | -6.9% | -7.7% |
| 3Y | +142.0% | +12.4% | +129.6% | +106.3% |
| All | -54.2% | +11.0% | -65.2% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling