+10.0%
APD vs CG
-22.2%
+32.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +9.6% | +5.0% | +4.6% | +8.3% |
| 3M | +1.6% | -18.2% | +19.8% | +6.1% |
| 6M | +2.2% | -20.7% | +22.9% | +7.0% |
| YTD | +25.9% | -31.4% | +57.3% | +35.5% |
| 1Y | +20.1% | -22.3% | +42.4% | +25.1% |
| 3Y | +12.4% | +50.2% | -37.8% | -5.9% |
| All | +10.0% | -22.2% | +32.1% | +1.3% |
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 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