+18.3%
APD vs CRL
-12.1%
+30.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +8.2% | +11.9% | -3.7% | +5.9% |
| 3M | +4.3% | +20.2% | -15.9% | +0.8% |
| 6M | +4.7% | +107.5% | -102.8% | -8.0% |
| YTD | +31.5% | +69.4% | -37.9% | +18.8% |
| 1Y | +23.5% | +99.7% | -76.2% | +7.8% |
| 3Y | +29.1% | +98.8% | -69.7% | +6.5% |
| All | +18.3% | -12.1% | +30.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling