+35.1%
APD vs CAPR
+47.4%
-12.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +1.9% |
| 7D | +3.8% | +43.2% | -39.4% | +3.6% |
| 30D | +14.1% | +14.7% | -0.5% | +14.0% |
| 3M | +8.2% | +113.9% | -105.7% | +7.8% |
| 6M | +7.5% | -73.4% | +80.9% | +7.8% |
| YTD | +31.7% | -69.1% | +100.7% | +31.8% |
| 1Y | +35.1% | +47.2% | -12.1% | +33.7% |
| All | +35.1% | +47.4% | -12.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling