+96.2%
APD vs ALC
+27.5%
+68.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -1.2% | -6.3% | +5.1% | +1.2% |
| 30D | +11.0% | +12.6% | -1.6% | +6.1% |
| 3M | +2.6% | -3.8% | +6.4% | +3.8% |
| 6M | +4.8% | +16.8% | -12.0% | -1.7% |
| YTD | +31.0% | -7.6% | +38.6% | +33.0% |
| 1Y | +23.4% | -5.9% | +29.3% | +24.4% |
| 3Y | +28.4% | +0.6% | +27.8% | +22.4% |
| 5Y | +15.2% | -9.5% | +24.7% | +12.8% |
| All | +96.2% | +27.5% | +68.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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