+182.3%
APD vs CDW
+303.2%
-120.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -3.7% | +2.1% | -5.8% | -4.5% |
| 30D | +9.6% | +14.7% | -5.1% | +4.6% |
| 3M | +1.6% | +11.1% | -9.5% | -2.8% |
| 6M | +2.2% | +45.6% | -43.4% | -12.3% |
| YTD | +25.9% | +17.1% | +8.8% | +14.4% |
| 1Y | +20.1% | +13.2% | +7.0% | +10.5% |
| 3Y | +12.4% | -22.2% | +34.6% | +15.7% |
| 5Y | +11.1% | -10.1% | +21.2% | +5.4% |
| All | +182.3% | +303.2% | -120.9% | +89.7% |
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