+566.1%
XYZ vs APD
+191.6%
+374.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.3% |
| 7D | -2.1% | +2.2% | -4.3% | -3.6% |
| 30D | +7.0% | +9.4% | -2.4% | +0.7% |
| 3M | +5.1% | +4.7% | +0.4% | +1.9% |
| 6M | +14.1% | +5.5% | +8.6% | +8.6% |
| YTD | +26.4% | +31.4% | -5.0% | +0.7% |
| 1Y | +25.1% | +24.1% | +1.0% | +3.3% |
| 3Y | +59.7% | +28.8% | +31.0% | +21.3% |
| 5Y | -63.8% | +15.8% | -79.6% | -70.6% |
| All | +566.1% | +191.6% | +374.5% | +131.0% |
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 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