+10,577.7%
WMT vs APD
+6,342.2%
+4,235.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +12.8% | +11.0% | +1.7% | +9.5% |
| 3M | +11.7% | +1.3% | +10.4% | +11.2% |
| 6M | -3.5% | +6.4% | -9.9% | -5.6% |
| YTD | +13.4% | +28.9% | -15.5% | +4.7% |
| 1Y | +23.6% | +23.2% | +0.4% | +15.3% |
| 3Y | +133.9% | +26.3% | +107.6% | +112.7% |
| 5Y | +170.1% | +12.0% | +158.1% | +149.5% |
| 10Y | +523.5% | +183.2% | +340.3% | +322.8% |
| All | +10,577.7% | +6,342.2% | +4,235.5% | +1,573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling