+582.0%
APD vs ACM
+233.3%
+348.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.7% | +5.4% | -9.0% | -5.5% |
| 30D | +9.6% | +15.1% | -5.5% | +4.1% |
| 3M | +1.6% | -10.5% | +12.1% | +4.9% |
| 6M | +2.2% | -19.7% | +21.9% | +8.8% |
| YTD | +25.9% | -28.8% | +54.7% | +38.6% |
| 1Y | +20.1% | -47.9% | +68.0% | +48.1% |
| 3Y | +12.4% | -12.4% | +24.8% | +12.5% |
| 5Y | +11.1% | +0.6% | +10.6% | +4.6% |
| 10Y | +190.1% | +161.3% | +28.9% | +77.6% |
| All | +582.0% | +233.3% | +348.7% | +229.8% |
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 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