+187.8%
APD vs ALK
-37.5%
+225.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.0% | +0.6% |
| 7D | -1.6% | +8.9% | -10.5% | -3.3% |
| 30D | +10.6% | +5.9% | +4.7% | +9.0% |
| 3M | +2.5% | -16.5% | +19.1% | +5.7% |
| 6M | +6.0% | +2.1% | +3.9% | +3.8% |
| YTD | +28.4% | -17.1% | +45.5% | +29.6% |
| 1Y | +22.2% | -2.9% | +25.0% | +18.6% |
| 3Y | +26.6% | +24.5% | +2.1% | +11.4% |
| 5Y | +11.8% | -29.1% | +40.9% | +9.6% |
| 10Y | +187.8% | -39.1% | +226.9% | +175.2% |
| All | +187.8% | -37.5% | +225.2% | +175.2% |
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