+182.3%
APD vs ALK
-41.7%
+224.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -3.7% | +9.0% | -12.7% | -5.4% |
| 30D | +9.6% | -1.6% | +11.2% | +9.7% |
| 3M | +1.6% | -23.2% | +24.8% | +6.6% |
| 6M | +2.2% | -3.9% | +6.0% | +1.3% |
| YTD | +25.9% | -22.6% | +48.4% | +28.8% |
| 1Y | +20.1% | -5.3% | +25.5% | +17.1% |
| 3Y | +12.4% | +18.6% | -6.2% | -0.2% |
| 5Y | +11.1% | -34.4% | +45.5% | +10.7% |
| All | +182.3% | -41.7% | +224.0% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling