+10.0%
APD vs CAPR
+142.6%
-132.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -1.5% |
| 7D | -3.7% | +41.1% | -44.7% | -4.0% |
| 30D | +9.6% | +11.1% | -1.5% | +9.5% |
| 3M | +1.6% | +115.3% | -113.7% | +0.7% |
| 6M | +2.2% | -73.8% | +76.0% | +2.7% |
| YTD | +25.9% | -68.8% | +94.7% | +26.2% |
| 1Y | +20.1% | +43.3% | -23.2% | +16.2% |
| 3Y | +12.4% | +214.7% | -202.3% | +1.2% |
| All | +10.0% | +142.6% | -132.6% | -1.4% |
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 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