+164.3%
APD vs COO
+48.2%
+116.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.2% | -2.2% | 0.0% | -1.4% |
| 30D | +2.1% | -7.0% | +9.1% | +4.7% |
| 3M | +7.2% | +12.2% | -5.0% | +2.3% |
| 6M | +11.2% | -15.1% | +26.4% | +17.2% |
| YTD | +24.4% | -15.1% | +39.5% | +31.0% |
| 1Y | +6.7% | +2.3% | +4.3% | +4.5% |
| 3Y | +9.2% | -23.7% | +32.9% | +15.8% |
| 5Y | +27.4% | -38.9% | +66.3% | +45.1% |
| All | +164.3% | +48.2% | +116.1% | +118.6% |
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