+27.9%
APD vs CG
+10.1%
+17.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -2.2% | -4.3% | +2.1% | -1.2% |
| 30D | +2.1% | -5.1% | +7.2% | +3.2% |
| 3M | +7.2% | +8.7% | -1.5% | +4.7% |
| 6M | +11.2% | -9.2% | +20.5% | +12.8% |
| YTD | +24.4% | -18.9% | +43.3% | +29.1% |
| 1Y | +6.7% | -25.6% | +32.3% | +12.9% |
| 3Y | +9.2% | +57.3% | -48.0% | -8.7% |
| All | +27.9% | +10.1% | +17.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling