+16,970.1%
MO vs APD
+6,445.2%
+10,524.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | +8.0% | +11.0% | -3.0% | +5.3% |
| 3M | +20.9% | +2.6% | +18.3% | +20.1% |
| 6M | +16.3% | +4.8% | +11.5% | +14.5% |
| YTD | +40.7% | +31.0% | +9.7% | +30.9% |
| 1Y | +41.5% | +23.4% | +18.1% | +33.2% |
| 3Y | +141.5% | +28.4% | +113.2% | +120.9% |
| 5Y | +153.1% | +15.2% | +137.9% | +134.3% |
| 10Y | +149.3% | +190.7% | -41.4% | +80.0% |
| All | +16,970.1% | +6,445.2% | +10,524.9% | +4,380.4% |
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