+171.3%
APD vs MTB
+173.3%
-2.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | -1.9% | -4.2% | +2.3% | -0.6% |
| 3M | +8.2% | +7.8% | +0.4% | +5.5% |
| 6M | +10.7% | +14.8% | -4.1% | +5.6% |
| YTD | +22.9% | +20.8% | +2.1% | +15.1% |
| 1Y | +5.8% | +23.1% | -17.3% | -1.7% |
| 3Y | +7.8% | +114.8% | -107.1% | -18.0% |
| 5Y | +26.1% | +103.3% | -77.2% | -6.0% |
| All | +171.3% | +173.3% | -2.0% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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