+111.2%
MO vs APD
+162.9%
-51.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.4% | -4.6% | +2.2% | -1.1% |
| 30D | +3.6% | -4.2% | +7.8% | +4.8% |
| 3M | -3.7% | +5.0% | -8.7% | -5.4% |
| 6M | +4.5% | +8.9% | -4.4% | +1.5% |
| YTD | +21.5% | +21.9% | -0.4% | +14.1% |
| 1Y | +9.5% | +5.6% | +4.0% | +6.8% |
| 3Y | +93.6% | +6.9% | +86.7% | +83.3% |
| 5Y | +97.5% | +25.3% | +72.2% | +72.0% |
| 10Y | +111.2% | +169.1% | -57.9% | +36.8% |
| All | +111.2% | +162.9% | -51.8% | +36.8% |
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