+192.8%
APD vs COO
+40.1%
+152.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +2.2% | -2.1% | +4.2% | +2.9% |
| 30D | +9.4% | +13.9% | -4.5% | +4.5% |
| 3M | +4.7% | -18.9% | +23.6% | +11.9% |
| 6M | +5.5% | +3.7% | +1.7% | +2.6% |
| YTD | +31.4% | -24.1% | +55.5% | +42.9% |
| 1Y | +24.1% | -14.2% | +38.3% | +28.9% |
| 3Y | +28.8% | -24.5% | +53.2% | +35.2% |
| 5Y | +15.8% | -40.4% | +56.2% | +31.4% |
| All | +192.8% | +40.1% | +152.8% | +151.8% |
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