+149.6%
IBM vs APD
+185.9%
-36.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -5.0% | -3.7% | -1.3% | -3.6% |
| 30D | +11.1% | +9.6% | +1.5% | +7.3% |
| 3M | +5.7% | +1.6% | +4.1% | +4.9% |
| 6M | +10.1% | +2.2% | +7.9% | +8.6% |
| YTD | -15.6% | +25.9% | -41.5% | -24.1% |
| 1Y | -19.5% | +20.1% | -39.7% | -26.5% |
| 3Y | +80.4% | +12.4% | +68.0% | +64.8% |
| 5Y | +140.0% | +11.1% | +128.9% | +115.6% |
| All | +149.6% | +185.9% | -36.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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