+27.9%
APD vs ALM
+951.0%
-923.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -2.2% | -2.6% | +0.4% | -2.2% |
| 30D | +2.1% | +32.0% | -29.9% | +1.4% |
| 3M | +7.2% | -15.0% | +22.2% | +7.3% |
| 6M | +11.2% | -10.1% | +21.4% | +10.9% |
| YTD | +24.4% | +99.4% | -75.0% | +21.5% |
| 1Y | +6.7% | +316.4% | -309.7% | +1.9% |
| 3Y | +9.2% | +2,022.0% | -2,012.7% | -3.1% |
| All | +27.9% | +951.0% | -923.1% | +15.3% |
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