-61.6%
XYZ vs APD
+12.1%
-73.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.3% |
| 7D | +14.9% | -1.6% | +16.5% | +16.2% |
| 30D | +14.7% | +10.6% | +4.1% | +8.0% |
| 3M | +12.1% | +2.5% | +9.6% | +10.5% |
| 6M | +18.3% | +6.0% | +12.4% | +13.0% |
| YTD | +36.1% | +28.4% | +7.6% | +12.1% |
| 1Y | +35.3% | +22.2% | +13.2% | +14.8% |
| 3Y | +73.5% | +26.6% | +46.9% | +34.6% |
| 5Y | -61.6% | +11.8% | -73.4% | -77.9% |
| All | -61.6% | +12.1% | -73.8% | -77.9% |
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