+163.7%
APD vs CG
+345.5%
-181.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -1.9% | -3.2% | +1.3% | -1.2% |
| 3M | +8.2% | +6.2% | +2.0% | +6.0% |
| 6M | +10.7% | -4.7% | +15.4% | +11.0% |
| YTD | +22.9% | -20.6% | +43.5% | +28.8% |
| 1Y | +5.8% | -26.4% | +32.2% | +12.9% |
| 3Y | +7.8% | +55.4% | -47.6% | -11.1% |
| 5Y | +26.1% | +9.8% | +16.3% | +10.9% |
| 10Y | +163.7% | +341.4% | -177.6% | +59.1% |
| All | +163.7% | +345.5% | -181.8% | +59.1% |
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