+7.8%
APD vs COPX
+171.8%
-164.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.8% |
| 7D | -2.5% | +5.8% | -8.3% | -3.4% |
| 30D | -1.9% | +7.2% | -9.1% | -3.1% |
| 3M | +8.2% | +16.5% | -8.3% | +5.1% |
| 6M | +10.7% | +18.4% | -7.7% | +6.4% |
| YTD | +22.9% | +31.9% | -9.0% | +12.9% |
| 1Y | +5.8% | +88.5% | -82.7% | -12.2% |
| 3Y | +7.8% | +173.1% | -165.3% | -27.2% |
| All | +7.8% | +171.8% | -164.1% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling