+24.6%
APD vs IRE
-97.3%
+121.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | -1.6% | -15.5% | +14.0% | -1.5% |
| 30D | +10.6% | -70.4% | +81.0% | +8.9% |
| 3M | +2.5% | -81.6% | +84.1% | +0.4% |
| 6M | +6.0% | -94.7% | +100.7% | +2.3% |
| YTD | +28.4% | -91.8% | +120.2% | +27.2% |
| 1Y | +22.2% | -97.6% | +119.7% | +15.1% |
| All | +24.6% | -97.3% | +121.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling