+18.3%
APD vs ALM
+410.2%
-392.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | 0.0% |
| 7D | +3.8% | +1.2% | +2.6% | +3.8% |
| 30D | +8.2% | -19.3% | +27.5% | +8.6% |
| 3M | +4.3% | -40.6% | +44.9% | +5.1% |
| 6M | +4.7% | -57.9% | +62.6% | +6.1% |
| YTD | +31.5% | -6.7% | +38.2% | +30.3% |
| 1Y | +23.5% | +20.2% | +3.4% | +21.5% |
| 3Y | +29.1% | +879.4% | -850.3% | +16.8% |
| All | +18.3% | +410.2% | -392.0% | +8.5% |
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