+187.8%
APD vs ACM
+147.1%
+40.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +0.3% |
| 7D | -1.6% | +6.9% | -8.5% | -3.8% |
| 30D | +10.6% | +19.1% | -8.5% | +4.1% |
| 3M | +2.5% | -6.9% | +9.5% | +4.3% |
| 6M | +6.0% | -12.0% | +18.0% | +9.2% |
| YTD | +28.4% | -25.1% | +53.6% | +38.7% |
| 1Y | +22.2% | -45.4% | +67.6% | +48.5% |
| 3Y | +26.6% | -6.9% | +33.5% | +23.0% |
| 5Y | +11.8% | +3.7% | +8.0% | +3.4% |
| 10Y | +187.8% | +135.8% | +52.0% | +98.8% |
| All | +187.8% | +147.1% | +40.7% | +98.8% |
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