+35.1%
APD vs ALK
-1.1%
+36.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | +1.8% |
| 7D | +3.8% | +12.4% | -8.6% | +3.7% |
| 30D | +14.1% | +2.1% | +12.0% | +14.0% |
| 3M | +8.2% | -23.9% | +32.1% | +8.1% |
| 6M | +7.5% | +8.2% | -0.7% | +7.6% |
| YTD | +31.7% | -20.5% | +52.1% | +31.4% |
| 1Y | +35.1% | -1.0% | +36.1% | +32.1% |
| All | +35.1% | -1.1% | +36.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling