+187.8%
APD vs COO
+40.7%
+147.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.2% |
| 7D | -1.6% | +4.3% | -5.9% | -3.0% |
| 30D | +10.6% | +17.6% | -7.0% | +4.4% |
| 3M | +2.5% | -13.9% | +16.4% | +7.2% |
| 6M | +6.0% | +6.6% | -0.6% | +2.1% |
| YTD | +28.4% | -22.0% | +50.4% | +38.3% |
| 1Y | +22.2% | -8.8% | +31.0% | +24.1% |
| 3Y | +26.6% | -21.5% | +48.0% | +31.0% |
| 5Y | +11.8% | -41.0% | +52.8% | +27.5% |
| 10Y | +187.8% | +40.9% | +146.9% | +147.8% |
| All | +187.8% | +40.7% | +147.1% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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