+12.0%
APD vs CP
+25.5%
-13.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -0.2% | +2.8% | -3.0% | -1.2% |
| 30D | +11.0% | +11.0% | 0.0% | +6.9% |
| 3M | +1.3% | +3.8% | -2.5% | -0.2% |
| 6M | +6.4% | +9.5% | -3.1% | +2.4% |
| YTD | +28.9% | +28.2% | +0.7% | +15.8% |
| 1Y | +23.2% | +33.0% | -9.7% | +9.0% |
| 3Y | +26.3% | +35.5% | -9.2% | +6.8% |
| 5Y | +12.0% | +25.8% | -13.8% | -4.4% |
| All | +12.0% | +25.5% | -13.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling