+445.1%
APD vs CG
+281.3%
+163.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | +9.6% | +5.0% | +4.6% | +8.1% |
| 3M | +1.6% | -18.2% | +19.8% | +6.5% |
| 6M | +2.2% | -20.7% | +22.9% | +7.5% |
| YTD | +25.9% | -31.4% | +57.3% | +36.2% |
| 1Y | +20.1% | -22.3% | +42.4% | +25.6% |
| 3Y | +12.4% | +50.2% | -37.8% | -5.2% |
| 5Y | +11.1% | -22.1% | +33.2% | +8.1% |
| 10Y | +190.1% | +295.5% | -105.4% | +81.6% |
| All | +445.1% | +281.3% | +163.8% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling