+6,091.7%
APD vs COO
+5,456.7%
+635.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.8% |
| 7D | -0.7% | +5.3% | -6.0% | -1.2% |
| 30D | +10.1% | +12.5% | -2.4% | +9.0% |
| 3M | +4.9% | -15.1% | +20.0% | +6.2% |
| 6M | +2.5% | +3.7% | -1.2% | +1.9% |
| YTD | +27.8% | -22.5% | +50.3% | +30.2% |
| 1Y | +32.9% | -7.8% | +40.7% | +33.4% |
| 3Y | +13.4% | -24.1% | +37.5% | +15.1% |
| 5Y | +12.8% | -40.1% | +52.9% | +16.5% |
| 10Y | +194.6% | +44.7% | +149.9% | +185.0% |
| All | +6,091.7% | +5,456.7% | +635.0% | +4,723.0% |
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 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