+163.7%
APD vs CRL
+241.6%
-77.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -1.9% | +5.0% | -6.8% | -3.1% |
| 3M | +8.2% | +50.6% | -42.4% | -2.2% |
| 6M | +10.7% | +60.9% | -50.2% | -2.8% |
| YTD | +22.9% | +40.7% | -17.8% | +11.0% |
| 1Y | +5.8% | +73.3% | -67.5% | -10.0% |
| 3Y | +7.8% | +40.6% | -32.8% | -8.4% |
| 5Y | +26.1% | -37.0% | +63.1% | +34.7% |
| 10Y | +163.7% | +244.3% | -80.6% | +55.6% |
| All | +163.7% | +241.6% | -77.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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