+187.8%
APD vs CP
+261.0%
-73.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.1% |
| 7D | -1.6% | +2.8% | -4.3% | -2.8% |
| 30D | +10.6% | +11.3% | -0.7% | +5.2% |
| 3M | +2.5% | +2.9% | -0.3% | +1.0% |
| 6M | +6.0% | +9.8% | -3.8% | +0.8% |
| YTD | +28.4% | +28.5% | -0.1% | +12.3% |
| 1Y | +22.2% | +33.5% | -11.3% | +4.7% |
| 3Y | +26.6% | +31.9% | -5.4% | +5.8% |
| 5Y | +11.8% | +25.5% | -13.7% | -5.7% |
| 10Y | +187.8% | +257.6% | -69.8% | +46.2% |
| All | +187.8% | +261.0% | -73.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling