+23.4%
APD vs ALK
-3.2%
+26.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.0% |
| 7D | -1.2% | +2.6% | -3.7% | -1.2% |
| 30D | +11.0% | +7.8% | +3.2% | +10.8% |
| 3M | +2.6% | -15.2% | +17.8% | +2.5% |
| 6M | +4.8% | +5.0% | -0.2% | +4.7% |
| YTD | +31.0% | -18.4% | +49.4% | +30.6% |
| 1Y | +23.4% | -2.4% | +25.8% | +14.1% |
| All | +23.4% | -3.2% | +26.6% | +14.1% |
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