+6.2%
WMT vs APD
+5.6%
+0.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -2.3% |
| 30D | -6.4% | -5.1% | -1.4% | -6.2% |
| 3M | -12.1% | +6.9% | -19.0% | -12.6% |
| 6M | -15.0% | +8.1% | -23.0% | -15.6% |
| YTD | -4.5% | +21.2% | -25.7% | -6.6% |
| 1Y | +6.2% | +4.9% | +1.3% | +8.0% |
| All | +6.2% | +5.6% | +0.6% | +8.0% |
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 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