+190.7%
APD vs ACM
+130.8%
+59.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | -1.2% | +3.0% | -4.2% | -2.2% |
| 30D | +11.0% | +19.7% | -8.6% | +4.3% |
| 3M | +2.6% | +5.3% | -2.8% | +0.2% |
| 6M | +4.8% | -10.8% | +15.6% | +7.5% |
| YTD | +31.0% | -25.1% | +56.1% | +41.4% |
| 1Y | +23.4% | -45.8% | +69.2% | +50.4% |
| 3Y | +28.4% | -9.4% | +37.7% | +26.1% |
| 5Y | +15.2% | +4.8% | +10.4% | +6.2% |
| 10Y | +190.7% | +129.8% | +60.9% | +100.9% |
| All | +190.7% | +130.8% | +59.8% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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