+438.7%
APD vs CG
+351.2%
+87.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -2.2% | -4.3% | +2.1% | -1.1% |
| 30D | +2.1% | -5.1% | +7.2% | +3.3% |
| 3M | +7.2% | +8.7% | -1.5% | +4.5% |
| 6M | +11.2% | -9.2% | +20.5% | +12.9% |
| YTD | +24.4% | -18.9% | +43.3% | +29.3% |
| 1Y | +6.7% | -25.6% | +32.3% | +13.2% |
| 3Y | +9.2% | +57.3% | -48.0% | -8.6% |
| 5Y | +27.4% | +10.2% | +17.2% | +13.2% |
| 10Y | +164.8% | +364.2% | -199.4% | +59.3% |
| All | +438.7% | +351.2% | +87.5% | +223.2% |
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