+534.7%
WMT vs APD
+191.6%
+343.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | +2.2% | -3.4% | -1.7% |
| 30D | +12.4% | +9.4% | +3.0% | +9.9% |
| 3M | +9.0% | +4.7% | +4.4% | +7.8% |
| 6M | -3.0% | +5.5% | -8.4% | -4.6% |
| YTD | +14.0% | +31.4% | -17.4% | +5.5% |
| 1Y | +23.0% | +24.1% | -1.1% | +15.4% |
| 3Y | +135.1% | +28.8% | +106.3% | +114.7% |
| 5Y | +172.7% | +15.8% | +157.0% | +152.8% |
| All | +534.7% | +191.6% | +343.1% | +329.6% |
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