-63.7%
XYZ vs APD
+16.4%
-80.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -1.1% | +3.8% | -4.9% | -3.3% |
| 30D | +11.5% | +8.2% | +3.3% | +6.4% |
| 3M | +1.8% | +4.3% | -2.5% | -0.7% |
| 6M | +21.2% | +4.7% | +16.5% | +16.9% |
| YTD | +29.9% | +31.5% | -1.6% | +5.4% |
| 1Y | +35.8% | +23.5% | +12.2% | +14.5% |
| 3Y | +62.6% | +29.1% | +33.5% | +24.6% |
| All | -63.7% | +16.4% | -80.2% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling