+10.0%
APD vs ALM
+396.4%
-386.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -3.7% | -6.7% | +3.0% | -3.5% |
| 30D | +9.6% | -32.9% | +42.5% | +10.4% |
| 3M | +1.6% | -39.5% | +41.1% | +2.4% |
| 6M | +2.2% | -62.0% | +64.2% | +3.7% |
| YTD | +25.9% | -7.8% | +33.7% | +24.8% |
| 1Y | +20.1% | +26.7% | -6.5% | +18.0% |
| 3Y | +12.4% | +825.4% | -813.0% | +1.9% |
| All | +10.0% | +396.4% | -386.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling