+11.2%
APD vs CRL
+38.0%
-26.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | +2.1% | +10.7% | -8.6% | +1.0% |
| 3M | +7.2% | +55.3% | -48.1% | +2.1% |
| 6M | +11.2% | +60.7% | -49.4% | +5.2% |
| YTD | +24.4% | +44.6% | -20.2% | +19.1% |
| 1Y | +6.7% | +77.7% | -71.1% | -1.3% |
| All | +11.2% | +38.0% | -26.8% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling