+12.8%
APD vs CAPR
+151.3%
-138.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.3% | +0.5% |
| 7D | -0.2% | +7.6% | -7.9% | -0.3% |
| 30D | +11.0% | +13.3% | -2.3% | +10.8% |
| 3M | +2.0% | +130.4% | -128.4% | +1.0% |
| 6M | +7.1% | -70.8% | +77.9% | +7.5% |
| YTD | +29.8% | -69.3% | +99.0% | +30.1% |
| 1Y | +24.0% | +59.5% | -35.5% | +19.6% |
| 3Y | +27.2% | +216.8% | -189.6% | +14.4% |
| 5Y | +12.8% | +152.7% | -139.9% | +0.9% |
| All | +12.8% | +151.3% | -138.5% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling