+25.3%
APD vs COPX
+193.3%
-167.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | -4.6% | +6.0% | -10.6% | -5.9% |
| 30D | -4.2% | +6.4% | -10.6% | -5.7% |
| 3M | +5.0% | +19.3% | -14.3% | +0.2% |
| 6M | +8.9% | +16.2% | -7.3% | +3.5% |
| YTD | +21.9% | +33.2% | -11.3% | +9.6% |
| 1Y | +5.6% | +90.2% | -84.7% | -15.4% |
| 3Y | +6.9% | +175.7% | -168.8% | -27.0% |
| 5Y | +25.3% | +193.1% | -167.8% | -17.4% |
| All | +25.3% | +193.3% | -167.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling