+5,927.3%
APD vs CP
+7,669.4%
-1,742.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | -2.7% | +0.5% | -1.2% |
| 30D | +2.1% | +0.2% | +1.9% | +1.9% |
| 3M | +7.2% | +2.6% | +4.6% | +5.7% |
| 6M | +11.2% | +6.0% | +5.3% | +7.8% |
| YTD | +24.4% | +24.9% | -0.5% | +12.4% |
| 1Y | +6.7% | +20.1% | -13.4% | -2.2% |
| 3Y | +9.2% | +16.4% | -7.1% | -0.3% |
| 5Y | +27.4% | +31.7% | -4.4% | +9.2% |
| 10Y | +164.8% | +223.9% | -59.0% | +55.1% |
| All | +5,927.3% | +7,669.4% | -1,742.1% | +955.6% |
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 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