-37.7%
CAG vs APD
+166.7%
-204.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -5.7% | -3.3% | -2.4% | -5.0% |
| 30D | -2.4% | -4.2% | +1.8% | -1.4% |
| 3M | +9.8% | +5.4% | +4.4% | +8.4% |
| 6M | -10.8% | +6.3% | -17.1% | -12.3% |
| YTD | -10.8% | +20.3% | -31.1% | -15.0% |
| 1Y | -19.0% | +1.6% | -20.5% | -19.8% |
| 3Y | -39.7% | +4.0% | -43.7% | -41.6% |
| 5Y | -43.0% | +23.3% | -66.3% | -47.9% |
| All | -37.7% | +166.7% | -204.3% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling