+395.1%
APD vs CDW
+942.7%
-547.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -1.1% |
| 7D | -0.7% | -4.1% | +3.4% | +0.2% |
| 30D | +10.1% | +16.7% | -6.6% | +4.5% |
| 3M | +4.9% | +13.6% | -8.7% | -0.4% |
| 6M | +2.5% | +17.0% | -14.6% | -6.1% |
| YTD | +27.8% | +18.1% | +9.7% | +15.8% |
| 1Y | +32.9% | +10.5% | +22.4% | +23.1% |
| 3Y | +13.4% | -20.9% | +34.3% | +15.7% |
| 5Y | +12.8% | -9.3% | +22.1% | +6.9% |
| 10Y | +194.6% | +310.6% | -116.0% | +61.6% |
| All | +395.1% | +942.7% | -547.6% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling