+592.4%
APD vs ACM
+233.2%
+359.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -2.2% |
| 7D | -0.7% | +5.1% | -5.8% | -2.5% |
| 30D | +10.1% | +11.5% | -1.3% | +5.8% |
| 3M | +4.9% | -10.5% | +15.3% | +8.3% |
| 6M | +2.5% | -20.4% | +22.8% | +9.5% |
| YTD | +27.8% | -28.9% | +56.6% | +40.7% |
| 1Y | +32.9% | -48.7% | +81.6% | +64.7% |
| 3Y | +13.4% | -12.5% | +25.9% | +13.5% |
| 5Y | +12.8% | +0.5% | +12.3% | +6.3% |
| 10Y | +194.6% | +161.2% | +33.4% | +80.3% |
| All | +592.4% | +233.2% | +359.2% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling