+193.1%
APD vs CAPR
-65.7%
+258.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.2% |
| 7D | +3.8% | +5.9% | -2.1% | +3.7% |
| 30D | +8.2% | +44.6% | -36.4% | +7.6% |
| 3M | +4.3% | +126.4% | -122.1% | +2.9% |
| 6M | +4.7% | -68.6% | +73.3% | +5.1% |
| YTD | +31.5% | -67.0% | +98.5% | +31.8% |
| 1Y | +23.5% | +65.2% | -41.6% | +18.2% |
| 3Y | +29.1% | +235.6% | -206.4% | +19.6% |
| 5Y | +15.9% | +175.4% | -159.5% | +6.7% |
| All | +193.1% | -65.7% | +258.8% | +155.4% |
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