+192.8%
APD vs ALK
-45.1%
+237.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +1.3% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +9.4% | +3.3% | +6.1% | +8.4% |
| 3M | +4.7% | -17.6% | +22.2% | +8.2% |
| 6M | +5.5% | +0.8% | +4.7% | +3.6% |
| YTD | +31.4% | -22.4% | +53.8% | +34.3% |
| 1Y | +24.1% | -10.1% | +34.2% | +22.4% |
| 3Y | +28.8% | +14.0% | +14.8% | +15.4% |
| 5Y | +15.8% | -29.8% | +45.6% | +13.6% |
| All | +192.8% | -45.1% | +237.9% | +181.3% |
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