+6,091.7%
APD vs CP
+7,870.0%
-1,778.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.7% |
| 7D | -0.7% | +6.1% | -6.8% | -3.1% |
| 30D | +10.1% | +9.8% | +0.4% | +6.0% |
| 3M | +4.9% | +2.7% | +2.1% | +3.6% |
| 6M | +2.5% | +12.8% | -10.3% | -3.0% |
| YTD | +27.8% | +28.2% | -0.4% | +14.2% |
| 1Y | +32.9% | +34.1% | -1.3% | +16.4% |
| 3Y | +13.4% | +28.9% | -15.5% | -0.8% |
| 5Y | +12.8% | +27.1% | -14.2% | -1.8% |
| 10Y | +194.6% | +264.8% | -70.2% | +64.8% |
| All | +6,091.7% | +7,870.0% | -1,778.2% | +972.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling