+187.8%
APD vs CAPR
-64.9%
+252.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.9% |
| 7D | -1.6% | +36.0% | -37.6% | -1.9% |
| 30D | +10.6% | +25.8% | -15.2% | +10.2% |
| 3M | +2.5% | +140.8% | -138.3% | +1.2% |
| 6M | +6.0% | -67.6% | +73.5% | +6.4% |
| YTD | +28.4% | -65.9% | +94.3% | +28.7% |
| 1Y | +22.2% | +66.1% | -44.0% | +16.9% |
| 3Y | +26.6% | +256.9% | -230.3% | +17.2% |
| 5Y | +11.8% | +172.1% | -160.3% | +3.0% |
| 10Y | +187.8% | -64.7% | +252.5% | +151.4% |
| All | +187.8% | -64.9% | +252.7% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling