+11.2%
APD vs COO
-23.4%
+34.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | +2.1% | -7.0% | +9.1% | +3.8% |
| 3M | +7.2% | +12.2% | -5.0% | +4.1% |
| 6M | +11.2% | -15.1% | +26.4% | +15.9% |
| YTD | +24.4% | -15.1% | +39.5% | +29.5% |
| 1Y | +6.7% | +2.3% | +4.3% | +5.9% |
| All | +11.2% | -23.4% | +34.6% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling