+593.7%
XYZ vs APD
+165.5%
+428.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.1% |
| 7D | -1.0% | -2.2% | +1.2% | +0.6% |
| 30D | -1.7% | +2.1% | -3.8% | -3.2% |
| 3M | +16.7% | +7.2% | +9.6% | +10.0% |
| 6M | +26.9% | +11.2% | +15.6% | +14.9% |
| YTD | +27.1% | +24.4% | +2.8% | +5.2% |
| 1Y | +9.3% | +6.7% | +2.6% | +0.2% |
| 3Y | +42.3% | +9.2% | +33.0% | +21.6% |
| 5Y | -69.3% | +27.4% | -96.7% | -77.0% |
| All | +593.7% | +165.5% | +428.3% | +168.8% |
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