+164.3%
APD vs ACM
+130.7%
+33.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.2% | -3.7% | +1.5% | -1.0% |
| 30D | +2.1% | -11.1% | +13.2% | +5.7% |
| 3M | +7.2% | -8.0% | +15.2% | +9.3% |
| 6M | +11.2% | -29.7% | +40.9% | +24.0% |
| YTD | +24.4% | -29.4% | +53.8% | +37.2% |
| 1Y | +6.7% | -46.4% | +53.1% | +29.9% |
| 3Y | +9.2% | -22.3% | +31.6% | +13.9% |
| 5Y | +27.4% | +4.5% | +22.9% | +17.6% |
| All | +164.3% | +130.7% | +33.7% | +86.8% |
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