+190.7%
APD vs COO
+40.2%
+150.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -1.2% | -2.3% | +1.2% | -0.3% |
| 30D | +11.0% | +13.3% | -2.3% | +6.2% |
| 3M | +2.6% | -18.1% | +20.6% | +9.2% |
| 6M | +4.8% | +6.7% | -1.9% | +0.9% |
| YTD | +31.0% | -23.2% | +54.2% | +41.8% |
| 1Y | +23.4% | -12.3% | +35.7% | +27.1% |
| 3Y | +28.4% | -23.6% | +51.9% | +34.2% |
| 5Y | +15.2% | -38.7% | +53.9% | +29.2% |
| 10Y | +190.7% | +42.2% | +148.5% | +150.0% |
| All | +190.7% | +40.2% | +150.5% | +150.0% |
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