+182.3%
APD vs CP
+253.8%
-71.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.7% |
| 7D | -3.7% | +2.8% | -6.4% | -4.9% |
| 30D | +9.6% | +10.2% | -0.6% | +4.7% |
| 3M | +1.6% | +2.4% | -0.7% | +0.4% |
| 6M | +2.2% | +7.7% | -5.5% | -1.9% |
| YTD | +25.9% | +26.0% | -0.1% | +11.0% |
| 1Y | +20.1% | +34.6% | -14.5% | +2.5% |
| 3Y | +12.4% | +26.7% | -14.3% | -4.0% |
| 5Y | +11.1% | +24.9% | -13.8% | -6.2% |
| All | +182.3% | +253.8% | -71.5% | +44.9% |
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