+13.0%
APD vs CAI
-7.1%
+20.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | +2.1% | +52.4% | -50.3% | +3.0% |
| 3M | +7.2% | +45.1% | -37.9% | +7.9% |
| 6M | +11.2% | +26.2% | -15.0% | +11.9% |
| YTD | +24.4% | -7.1% | +31.5% | +24.9% |
| 1Y | +6.7% | -31.0% | +37.7% | +9.5% |
| All | +13.0% | -7.1% | +20.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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