+188.0%
APD vs COO
+41.6%
+146.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -0.2% | +4.5% | -4.7% | -1.8% |
| 30D | +11.0% | +16.9% | -5.9% | +5.0% |
| 3M | +2.0% | -16.7% | +18.7% | +8.0% |
| 6M | +7.1% | +5.9% | +1.1% | +3.3% |
| YTD | +29.8% | -22.4% | +52.2% | +40.0% |
| 1Y | +24.0% | -10.1% | +34.1% | +26.7% |
| 3Y | +27.2% | -22.8% | +49.9% | +32.5% |
| 5Y | +12.8% | -41.4% | +54.2% | +29.0% |
| All | +188.0% | +41.6% | +146.4% | +146.8% |
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