+193.1%
APD vs CG
+278.5%
-85.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +3.8% | +0.2% | +3.7% | +3.7% |
| 30D | +8.2% | +11.2% | -3.0% | +5.0% |
| 3M | +4.3% | -22.1% | +26.4% | +11.0% |
| 6M | +4.7% | -17.9% | +22.6% | +9.4% |
| YTD | +31.5% | -31.3% | +62.8% | +42.8% |
| 1Y | +23.5% | -24.0% | +47.5% | +30.2% |
| 3Y | +29.1% | +45.0% | -15.9% | +8.0% |
| 5Y | +15.9% | -22.6% | +38.5% | +12.8% |
| All | +193.1% | +278.5% | -85.3% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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