+27.4%
APD vs CDW
-16.1%
+43.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | 0.0% |
| 7D | -0.2% | +13.1% | -13.3% | -1.9% |
| 30D | +11.0% | +19.1% | -8.1% | +8.3% |
| 3M | +2.0% | +24.7% | -22.7% | -1.4% |
| 6M | +7.1% | +63.4% | -56.3% | -2.1% |
| YTD | +29.8% | +26.3% | +3.5% | +23.7% |
| 1Y | +24.0% | +20.6% | +3.5% | +19.7% |
| All | +27.4% | -16.1% | +43.5% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling