-11.8%
CAG vs APD
+6.0%
-17.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -3.8% | -2.2% | -1.6% | -3.6% |
| 30D | +3.1% | +2.1% | +1.0% | +3.0% |
| 3M | +23.5% | +7.2% | +16.3% | +23.7% |
| 6M | -14.8% | +11.2% | -26.1% | -15.1% |
| YTD | -5.4% | +24.4% | -29.8% | -6.6% |
| 1Y | -11.8% | +6.7% | -18.5% | -10.1% |
| All | -11.8% | +6.0% | -17.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling