+193.1%
APD vs ALK
-45.9%
+239.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +3.8% | -1.2% | +5.0% | +4.0% |
| 30D | +8.2% | +7.7% | +0.5% | +6.3% |
| 3M | +4.3% | -19.0% | +23.3% | +8.2% |
| 6M | +4.7% | -0.2% | +4.9% | +3.0% |
| YTD | +31.5% | -23.5% | +55.0% | +34.8% |
| 1Y | +23.5% | -9.1% | +32.7% | +21.5% |
| 3Y | +29.1% | +12.0% | +17.1% | +16.1% |
| 5Y | +15.9% | -30.9% | +46.7% | +14.0% |
| All | +193.1% | -45.9% | +239.0% | +182.4% |
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