+2,385.1%
APD vs IRM
+9,145.3%
-6,760.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -3.7% | -8.6% | +4.9% | -1.4% |
| 30D | +9.6% | -8.0% | +17.6% | +11.8% |
| 3M | +1.6% | -12.0% | +13.6% | +4.7% |
| 6M | +2.2% | -18.2% | +20.3% | +7.0% |
| YTD | +25.9% | +31.4% | -5.5% | +14.5% |
| 1Y | +20.1% | +9.2% | +11.0% | +14.8% |
| 3Y | +12.4% | +94.6% | -82.2% | -10.2% |
| 5Y | +11.1% | +170.2% | -159.0% | -19.8% |
| 10Y | +190.1% | +464.3% | -274.2% | +66.3% |
| All | +2,385.1% | +9,145.3% | -6,760.3% | +832.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling