+163.7%
APD vs CDW
+263.0%
-99.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | +0.4% |
| 7D | -2.5% | -3.9% | +1.4% | -1.4% |
| 30D | -1.9% | +6.9% | -8.8% | -4.3% |
| 3M | +8.2% | +7.7% | +0.5% | +4.4% |
| 6M | +10.7% | +18.3% | -7.6% | +1.0% |
| YTD | +22.9% | +7.8% | +15.2% | +15.5% |
| 1Y | +5.8% | -12.2% | +18.0% | +6.7% |
| 3Y | +7.8% | -28.9% | +36.7% | +15.0% |
| 5Y | +26.1% | -22.8% | +48.9% | +26.9% |
| 10Y | +163.7% | +266.1% | -102.3% | +68.8% |
| All | +163.7% | +263.0% | -99.3% | +68.8% |
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