+190.7%
APD vs CP
+251.7%
-61.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +11.0% | +9.6% | +1.4% | +6.4% |
| 3M | +2.6% | +2.2% | +0.3% | +1.3% |
| 6M | +4.8% | +11.1% | -6.3% | -0.8% |
| YTD | +31.0% | +28.2% | +2.8% | +14.6% |
| 1Y | +23.4% | +32.2% | -8.8% | +6.3% |
| 3Y | +28.4% | +35.5% | -7.2% | +5.8% |
| 5Y | +15.2% | +26.8% | -11.6% | -3.4% |
| 10Y | +190.7% | +256.9% | -66.3% | +49.6% |
| All | +190.7% | +251.7% | -61.0% | +49.6% |
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