-41.3%
CAG vs APD
+26.2%
-67.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -5.3% | -2.5% | -2.8% | -4.8% |
| 30D | +1.0% | -1.9% | +2.9% | +1.4% |
| 3M | +17.4% | +8.2% | +9.1% | +15.5% |
| 6M | -16.8% | +10.7% | -27.6% | -18.7% |
| YTD | -6.8% | +22.9% | -29.7% | -10.9% |
| 1Y | -15.4% | +5.8% | -21.2% | -16.6% |
| 3Y | -37.1% | +7.8% | -44.9% | -39.2% |
| 5Y | -41.3% | +26.1% | -67.4% | -47.2% |
| All | -41.3% | +26.2% | -67.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling