+193.1%
APD vs CDW
+312.7%
-119.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.8% | +9.3% | -5.5% | +1.0% |
| 30D | +8.2% | +14.4% | -6.2% | +3.4% |
| 3M | +4.3% | +21.4% | -17.1% | -2.9% |
| 6M | +4.7% | +72.8% | -68.1% | -15.0% |
| YTD | +31.5% | +28.0% | +3.5% | +16.3% |
| 1Y | +23.5% | +19.3% | +4.2% | +12.1% |
| 3Y | +29.1% | -15.3% | +44.4% | +29.5% |
| 5Y | +15.9% | -3.8% | +19.7% | +7.8% |
| All | +193.1% | +312.7% | -119.6% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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