+599.5%
XYZ vs APD
+185.9%
+413.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.8% |
| 7D | +12.1% | -3.7% | +15.8% | +15.3% |
| 30D | +12.4% | +9.6% | +2.8% | +5.6% |
| 3M | +8.2% | +1.6% | +6.5% | +7.0% |
| 6M | +20.7% | +2.2% | +18.5% | +17.3% |
| YTD | +31.3% | +25.9% | +5.5% | +7.9% |
| 1Y | +20.5% | +20.1% | +0.4% | +1.7% |
| 3Y | +72.6% | +12.4% | +60.2% | +44.1% |
| 5Y | -64.0% | +11.1% | -75.1% | -69.9% |
| All | +599.5% | +185.9% | +413.6% | +183.6% |
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