+10.0%
APD vs COO
-41.6%
+51.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -3.7% | +4.7% | -8.4% | -4.9% |
| 30D | +9.6% | +13.9% | -4.3% | +5.6% |
| 3M | +1.6% | -14.9% | +16.6% | +5.9% |
| 6M | +2.2% | +2.0% | +0.1% | +0.5% |
| YTD | +25.9% | -23.9% | +49.8% | +35.1% |
| 1Y | +20.1% | -9.6% | +29.8% | +22.3% |
| 3Y | +12.4% | -25.4% | +37.8% | +17.5% |
| All | +10.0% | -41.6% | +51.6% | +22.0% |
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 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