+6,187.9%
APD vs COO
+5,462.0%
+725.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.4% |
| 7D | -0.2% | +4.5% | -4.7% | -0.6% |
| 30D | +11.0% | +16.9% | -5.9% | +9.5% |
| 3M | +2.0% | -16.7% | +18.7% | +3.4% |
| 6M | +7.1% | +5.9% | +1.1% | +6.2% |
| YTD | +29.8% | -22.4% | +52.2% | +32.2% |
| 1Y | +24.0% | -10.1% | +34.1% | +24.8% |
| 3Y | +27.2% | -22.8% | +49.9% | +29.0% |
| 5Y | +12.8% | -41.4% | +54.2% | +16.6% |
| 10Y | +185.0% | +41.3% | +143.8% | +176.2% |
| All | +6,187.9% | +5,462.0% | +725.9% | +4,797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling