+304.1%
APD vs ALLE
+260.9%
+43.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | +2.1% | -6.8% | +8.9% | +5.1% |
| 3M | +7.2% | +21.0% | -13.9% | -2.2% |
| 6M | +11.2% | +1.1% | +10.1% | +9.4% |
| YTD | +24.4% | -0.5% | +24.9% | +22.6% |
| 1Y | +6.7% | -7.3% | +13.9% | +8.4% |
| 3Y | +9.2% | +42.3% | -33.0% | -10.2% |
| 5Y | +27.4% | +13.5% | +13.9% | +13.5% |
| 10Y | +164.8% | +144.0% | +20.8% | +64.1% |
| All | +304.1% | +260.9% | +43.2% | +114.6% |
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