+14,854.2%
MO vs APD
+6,115.6%
+8,738.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.9% |
| 30D | +0.6% | +2.1% | -1.5% | +0.1% |
| 3M | -1.0% | +7.2% | -8.2% | -3.0% |
| 6M | +4.3% | +11.2% | -6.9% | +1.2% |
| YTD | +23.3% | +24.4% | -1.1% | +16.1% |
| 1Y | +10.5% | +6.7% | +3.8% | +7.7% |
| 3Y | +96.3% | +9.2% | +87.0% | +86.4% |
| 5Y | +98.9% | +27.4% | +71.5% | +79.2% |
| 10Y | +103.6% | +164.8% | -61.2% | +50.3% |
| All | +14,854.2% | +6,115.6% | +8,738.5% | +3,876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling