+148.5%
MO vs APD
+12.1%
+136.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.7% |
| 7D | -1.8% | -1.6% | -0.2% | -1.5% |
| 30D | +5.8% | +10.6% | -4.8% | +4.2% |
| 3M | +12.7% | +2.5% | +10.2% | +12.2% |
| 6M | +14.8% | +6.0% | +8.8% | +13.6% |
| YTD | +37.8% | +28.4% | +9.4% | +32.1% |
| 1Y | +39.5% | +22.2% | +17.3% | +34.6% |
| 3Y | +136.1% | +26.6% | +109.5% | +122.4% |
| 5Y | +148.5% | +11.8% | +136.8% | +125.5% |
| All | +148.5% | +12.1% | +136.4% | +125.5% |
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