+315.1%
APD vs ALLE
+331.3%
-16.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -1.7% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | +10.1% | +20.6% | -10.4% | +1.4% |
| 3M | +4.9% | +11.4% | -6.5% | -0.3% |
| 6M | +2.5% | +42.5% | -40.1% | -13.2% |
| YTD | +27.8% | +18.9% | +8.9% | +16.3% |
| 1Y | +32.9% | +14.2% | +18.7% | +23.2% |
| 3Y | +13.4% | +90.7% | -77.3% | -18.4% |
| 5Y | +12.8% | +52.5% | -39.7% | -11.9% |
| 10Y | +194.6% | +231.2% | -36.6% | +60.1% |
| All | +315.1% | +331.3% | -16.2% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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