+366.4%
APD vs ALM
+7,705.7%
-7,339.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -2.2% | -2.6% | +0.4% | -2.2% |
| 30D | +2.1% | +32.0% | -29.9% | +2.0% |
| 3M | +7.2% | -15.0% | +22.2% | +7.2% |
| 6M | +11.2% | -10.1% | +21.4% | +11.2% |
| YTD | +24.4% | +99.4% | -75.0% | +24.0% |
| 1Y | +6.7% | +316.4% | -309.7% | +6.1% |
| 3Y | +9.2% | +2,022.0% | -2,012.7% | +8.0% |
| 5Y | +27.4% | +941.2% | -913.8% | +26.1% |
| 10Y | +164.8% | +2,950.3% | -2,785.5% | +161.0% |
| All | +366.4% | +7,705.7% | -7,339.3% | +352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling