+147.5%
IBM vs APD
+15.4%
+132.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -0.3% | +2.2% | -2.5% | -0.8% |
| 30D | +6.8% | +9.4% | -2.7% | +4.7% |
| 3M | +4.4% | +4.7% | -0.3% | +3.3% |
| 6M | +13.2% | +5.5% | +7.7% | +11.8% |
| YTD | -15.1% | +31.4% | -46.5% | -21.0% |
| 1Y | -20.2% | +24.1% | -44.3% | -24.8% |
| 3Y | +79.3% | +28.8% | +50.5% | +66.4% |
| 5Y | +147.5% | +15.8% | +131.7% | +123.2% |
| All | +147.5% | +15.4% | +132.0% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling