+91.4%
APD vs ALC
+34.7%
+56.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.6% |
| 7D | -0.7% | +7.6% | -8.3% | -3.5% |
| 30D | +10.1% | +21.1% | -11.0% | +2.4% |
| 3M | +4.9% | +8.5% | -3.6% | +1.5% |
| 6M | +2.5% | +2.8% | -0.4% | +0.6% |
| YTD | +27.8% | -2.4% | +30.2% | +27.2% |
| 1Y | +32.9% | +3.5% | +29.4% | +29.2% |
| 3Y | +13.4% | +4.2% | +9.2% | +6.9% |
| 5Y | +12.8% | -9.0% | +21.8% | +10.8% |
| All | +91.4% | +34.7% | +56.8% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling