+540.8%
APD vs COPX
+186.2%
+354.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -2.2% | -4.0% | +1.8% | -0.9% |
| 30D | +2.1% | +4.5% | -2.4% | +0.4% |
| 3M | +7.2% | +0.8% | +6.3% | +5.7% |
| 6M | +11.2% | +3.2% | +8.1% | +7.3% |
| YTD | +24.4% | +26.7% | -2.3% | +10.1% |
| 1Y | +6.7% | +85.7% | -79.0% | -18.2% |
| 3Y | +9.2% | +151.2% | -141.9% | -27.5% |
| 5Y | +27.4% | +170.0% | -142.6% | -20.3% |
| 10Y | +164.8% | +572.9% | -408.1% | +8.0% |
| All | +540.8% | +186.2% | +354.6% | +227.6% |
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