+130.5%
IBM vs APD
+165.5%
-34.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.5% |
| 30D | +0.3% | +2.1% | -1.8% | -0.6% |
| 3M | -21.6% | +7.2% | -28.8% | -23.8% |
| 6M | -4.7% | +11.2% | -15.9% | -9.4% |
| YTD | -19.1% | +24.4% | -43.5% | -26.8% |
| 1Y | -2.5% | +6.7% | -9.2% | -6.6% |
| 3Y | +74.2% | +9.2% | +64.9% | +61.0% |
| 5Y | +113.1% | +27.4% | +85.8% | +77.2% |
| All | +130.5% | +165.5% | -34.9% | +27.4% |
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