+26.3%
APD vs COO
-22.2%
+48.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | -0.2% | +4.5% | -4.7% | -1.2% |
| 30D | +11.0% | +16.9% | -5.9% | +7.3% |
| 3M | +1.3% | -16.7% | +18.0% | +5.2% |
| 6M | +6.4% | +5.9% | +0.4% | +4.2% |
| YTD | +28.9% | -22.4% | +51.4% | +36.5% |
| 1Y | +23.2% | -10.1% | +33.3% | +25.8% |
| 3Y | +26.3% | -22.8% | +49.1% | +29.0% |
| All | +26.3% | -22.2% | +48.5% | +29.0% |
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 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