+5,927.3%
APD vs COO
+5,988.7%
-61.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | +2.1% | -7.0% | +9.1% | +2.7% |
| 3M | +7.2% | +12.2% | -5.0% | +6.0% |
| 6M | +11.2% | -15.1% | +26.4% | +12.6% |
| YTD | +24.4% | -15.1% | +39.5% | +25.9% |
| 1Y | +6.7% | +2.3% | +4.3% | +6.2% |
| 3Y | +9.2% | -23.7% | +32.9% | +11.0% |
| 5Y | +27.4% | -38.9% | +66.3% | +31.3% |
| 10Y | +164.8% | +49.9% | +114.9% | +155.5% |
| All | +5,927.3% | +5,988.7% | -61.4% | +4,565.6% |
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