+183.2%
APD vs IRM
+481.3%
-298.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -0.2% | -5.1% | +4.8% | +1.3% |
| 30D | +11.0% | -3.3% | +14.3% | +11.9% |
| 3M | +1.3% | -8.2% | +9.5% | +3.6% |
| 6M | +6.4% | -12.8% | +19.1% | +10.0% |
| YTD | +28.9% | +36.6% | -7.7% | +12.1% |
| 1Y | +23.2% | +11.9% | +11.3% | +15.1% |
| 3Y | +26.3% | +105.1% | -78.8% | -9.6% |
| 5Y | +12.0% | +182.4% | -170.4% | -30.4% |
| 10Y | +183.2% | +505.1% | -322.0% | +25.4% |
| All | +183.2% | +481.3% | -298.2% | +25.4% |
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