+188.0%
APD vs CDW
+329.0%
-141.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | -0.2% | +13.1% | -13.3% | -4.1% |
| 30D | +11.0% | +19.1% | -8.1% | +4.7% |
| 3M | +2.0% | +24.7% | -22.7% | -5.9% |
| 6M | +7.1% | +63.4% | -56.3% | -11.4% |
| YTD | +29.8% | +26.3% | +3.5% | +15.2% |
| 1Y | +24.0% | +20.6% | +3.5% | +12.0% |
| 3Y | +27.2% | -16.3% | +43.5% | +28.0% |
| 5Y | +12.8% | -3.9% | +16.7% | +4.9% |
| All | +188.0% | +329.0% | -141.0% | +82.0% |
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