+18.3%
APD vs COO
-40.4%
+58.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +3.8% | +0.5% | +3.4% | +3.7% |
| 30D | +8.2% | +14.2% | -6.0% | +4.2% |
| 3M | +4.3% | -18.2% | +22.5% | +9.9% |
| 6M | +4.7% | +5.3% | -0.7% | +2.0% |
| YTD | +31.5% | -23.6% | +55.1% | +41.1% |
| 1Y | +23.5% | -12.7% | +36.2% | +27.2% |
| 3Y | +29.1% | -24.2% | +53.3% | +34.2% |
| All | +18.3% | -40.4% | +58.6% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling