+12.8%
APD vs ALK
-33.9%
+46.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.4% |
| 7D | -0.7% | +7.1% | -7.8% | -2.0% |
| 30D | +10.1% | -3.0% | +13.1% | +10.5% |
| 3M | +4.9% | -25.6% | +30.5% | +10.0% |
| 6M | +2.5% | +0.5% | +2.0% | +0.7% |
| YTD | +27.8% | -23.1% | +50.8% | +30.8% |
| 1Y | +32.9% | -7.5% | +40.4% | +29.9% |
| 3Y | +13.4% | +15.3% | -1.9% | -0.4% |
| 5Y | +12.8% | -34.8% | +47.6% | +12.2% |
| All | +12.8% | -33.9% | +46.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling