+577.7%
APD vs COPX
+118.6%
+459.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | +3.8% | -2.8% | +6.7% | +4.7% |
| 30D | +8.2% | -14.3% | +22.5% | +13.3% |
| 3M | +4.3% | -19.0% | +23.3% | +10.7% |
| 6M | +4.7% | -24.4% | +29.1% | +12.2% |
| YTD | +31.5% | -3.2% | +34.8% | +26.1% |
| 1Y | +23.5% | +15.2% | +8.4% | +11.2% |
| 3Y | +29.1% | +127.6% | -98.5% | -12.8% |
| 5Y | +15.9% | +106.0% | -90.1% | -21.1% |
| 10Y | +191.9% | +313.7% | -121.8% | +39.5% |
| All | +577.7% | +118.6% | +459.1% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling