+72.6%
XYZ vs APD
+11.7%
+60.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +12.1% | -3.7% | +15.8% | +13.4% |
| 30D | +12.4% | +9.6% | +2.8% | +9.8% |
| 3M | +8.2% | +1.6% | +6.5% | +7.9% |
| 6M | +20.7% | +2.2% | +18.5% | +20.0% |
| YTD | +31.3% | +25.9% | +5.5% | +21.0% |
| 1Y | +20.5% | +20.1% | +0.4% | +12.6% |
| 3Y | +72.6% | +12.4% | +60.2% | +59.3% |
| All | +72.6% | +11.7% | +60.9% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling