+27.0%
APD vs IRE
-97.5%
+124.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.1% | -11.2% | +1.2% |
| 7D | -1.2% | -15.1% | +14.0% | -1.2% |
| 30D | +11.0% | -71.4% | +82.4% | +9.2% |
| 3M | +2.6% | -81.2% | +83.7% | +0.5% |
| 6M | +4.8% | -93.7% | +98.6% | +1.5% |
| YTD | +31.0% | -92.2% | +123.2% | +29.6% |
| 1Y | +23.4% | -97.3% | +120.6% | +17.3% |
| All | +27.0% | -97.5% | +124.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling