+5,927.3%
APD vs ALK
+839.9%
+5,087.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.2% | -0.7% | -1.6% | -2.1% |
| 30D | +2.1% | -19.2% | +21.3% | +6.6% |
| 3M | +7.2% | -1.5% | +8.7% | +6.6% |
| 6M | +11.2% | -13.1% | +24.3% | +12.2% |
| YTD | +24.4% | -16.4% | +40.8% | +25.7% |
| 1Y | +6.7% | -33.1% | +39.7% | +12.7% |
| 3Y | +9.2% | +0.6% | +8.6% | +1.9% |
| 5Y | +27.4% | -26.4% | +53.7% | +24.6% |
| 10Y | +164.8% | -34.2% | +199.0% | +143.5% |
| All | +5,927.3% | +839.9% | +5,087.4% | +2,055.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling