+187.8%
APD vs ALM
+2,221.4%
-2,033.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.0% | +1.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +10.6% | -26.1% | +36.7% | +11.3% |
| 3M | +2.5% | -38.1% | +40.6% | +3.4% |
| 6M | +6.0% | -55.4% | +61.4% | +7.4% |
| YTD | +28.4% | -0.4% | +28.8% | +27.2% |
| 1Y | +22.2% | +25.4% | -3.2% | +20.1% |
| 3Y | +26.6% | +907.8% | -881.2% | +16.0% |
| 5Y | +11.8% | +440.2% | -428.4% | +3.1% |
| 10Y | +187.8% | +2,031.1% | -1,843.4% | +153.4% |
| All | +187.8% | +2,221.4% | -2,033.7% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling