+28.6%
APD vs ALM
+901.8%
-873.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.2% | -7.2% | +6.0% | -1.1% |
| 30D | +11.0% | -26.4% | +37.4% | +11.4% |
| 3M | +2.6% | -38.6% | +41.2% | +3.0% |
| 6M | +4.8% | -61.0% | +65.8% | +5.8% |
| YTD | +31.0% | -7.4% | +38.4% | +30.1% |
| 1Y | +23.4% | +14.0% | +9.4% | +22.0% |
| All | +28.6% | +901.8% | -873.3% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling