+27.9%
APD vs ACM
+5.0%
+23.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.2% | -3.7% | +1.5% | -1.1% |
| 30D | +2.1% | -11.1% | +13.2% | +5.5% |
| 3M | +7.2% | -8.0% | +15.2% | +9.1% |
| 6M | +11.2% | -29.7% | +40.9% | +23.9% |
| YTD | +24.4% | -29.4% | +53.8% | +36.9% |
| 1Y | +6.7% | -46.4% | +53.1% | +31.1% |
| 3Y | +9.2% | -22.3% | +31.6% | +11.2% |
| All | +27.9% | +5.0% | +23.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling