+26.1%
APD vs IRM
+192.5%
-166.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | -1.9% | -4.2% | +2.3% | -0.8% |
| 3M | +8.2% | -5.4% | +13.6% | +9.3% |
| 6M | +10.7% | +12.0% | -1.3% | +5.2% |
| YTD | +22.9% | +42.0% | -19.1% | +6.8% |
| 1Y | +5.8% | +29.9% | -24.1% | -5.8% |
| 3Y | +7.8% | +104.4% | -96.6% | -23.2% |
| 5Y | +26.1% | +191.0% | -164.9% | -24.3% |
| All | +26.1% | +192.5% | -166.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling