+163.7%
APD vs IRM
+407.3%
-243.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.5% | +1.6% | -4.1% | -3.1% |
| 30D | -1.9% | -4.2% | +2.3% | -0.7% |
| 3M | +8.2% | -5.4% | +13.6% | +9.5% |
| 6M | +10.7% | +12.0% | -1.3% | +4.9% |
| YTD | +22.9% | +42.0% | -19.1% | +6.2% |
| 1Y | +5.8% | +29.9% | -24.1% | -6.2% |
| 3Y | +7.8% | +104.4% | -96.6% | -21.9% |
| 5Y | +26.1% | +191.0% | -164.9% | -21.6% |
| 10Y | +163.7% | +417.1% | -253.4% | +24.5% |
| All | +163.7% | +407.3% | -243.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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