+543.0%
XYZ vs APD
+212.1%
+330.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.1% |
| 7D | +9.2% | -0.7% | +9.9% | +9.9% |
| 30D | +9.8% | +10.1% | -0.3% | +3.0% |
| 3M | -0.2% | +4.9% | -5.1% | -3.4% |
| 6M | +18.0% | +2.5% | +15.5% | +14.5% |
| YTD | +29.1% | +27.8% | +1.3% | +5.3% |
| 1Y | +14.1% | +32.9% | -18.8% | -11.0% |
| 3Y | +72.6% | +13.4% | +59.3% | +44.0% |
| 5Y | -64.6% | +12.8% | -77.4% | -70.5% |
| 10Y | +590.0% | +194.6% | +395.4% | +173.6% |
| All | +543.0% | +212.1% | +330.9% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling