-5.6%
CAG vs APD
+36.4%
-42.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.7% |
| 7D | +9.7% | +3.8% | +5.9% | +9.1% |
| 30D | +15.8% | +14.1% | +1.7% | +13.9% |
| 3M | +1.8% | +8.2% | -6.4% | +0.7% |
| 6M | +11.5% | +7.5% | +4.0% | +11.2% |
| YTD | -6.7% | +31.7% | -38.4% | -8.2% |
| 1Y | -5.6% | +35.1% | -40.7% | -7.4% |
| All | -5.6% | +36.4% | -42.0% | -7.4% |
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