+187.8%
APD vs CDW
+325.6%
-137.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.8% | -2.8% | +0.6% |
| 7D | -1.6% | +9.3% | -10.9% | -4.4% |
| 30D | +10.6% | +15.8% | -5.2% | +5.2% |
| 3M | +2.5% | +21.8% | -19.3% | -4.7% |
| 6M | +6.0% | +58.8% | -52.8% | -11.5% |
| YTD | +28.4% | +22.8% | +5.7% | +15.1% |
| 1Y | +22.2% | +17.9% | +4.2% | +11.0% |
| 3Y | +26.6% | -17.4% | +44.0% | +27.7% |
| 5Y | +11.8% | -5.7% | +17.5% | +4.5% |
| 10Y | +187.8% | +319.5% | -131.7% | +92.7% |
| All | +187.8% | +325.6% | -137.8% | +92.7% |
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