+7.0%
WMT vs APD
+6.0%
+1.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +3.9% | -2.2% | +6.1% | +4.1% |
| 30D | -4.4% | +2.1% | -6.5% | -4.5% |
| 3M | -8.8% | +7.2% | -16.0% | -9.2% |
| 6M | -15.6% | +11.2% | -26.9% | -16.4% |
| YTD | -3.2% | +24.4% | -27.6% | -5.4% |
| 1Y | +7.0% | +6.7% | +0.4% | +8.5% |
| All | +7.0% | +6.0% | +1.0% | +8.5% |
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 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