+592.1%
APD vs CAPR
-99.1%
+691.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | +2.1% | +139.2% | -137.1% | +1.1% |
| 3M | +7.2% | -66.4% | +73.5% | +7.6% |
| 6M | +11.2% | -63.1% | +74.4% | +11.5% |
| YTD | +24.4% | -67.4% | +91.8% | +24.8% |
| 1Y | +6.7% | +58.2% | -51.6% | +3.0% |
| 3Y | +9.2% | +42.2% | -33.0% | +4.3% |
| 5Y | +27.4% | +87.3% | -59.9% | +20.6% |
| 10Y | +164.8% | -75.3% | +240.1% | +143.1% |
| All | +592.1% | -99.1% | +691.1% | +522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling