+601.8%
CAG vs APD
+6,115.6%
-5,513.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -3.8% | -2.2% | -1.6% | -3.3% |
| 30D | +3.1% | +2.1% | +1.0% | +2.6% |
| 3M | +23.5% | +7.2% | +16.3% | +21.3% |
| 6M | -14.8% | +11.2% | -26.1% | -17.2% |
| YTD | -5.4% | +24.4% | -29.8% | -10.5% |
| 1Y | -11.8% | +6.7% | -18.5% | -13.8% |
| 3Y | -36.7% | +9.2% | -45.9% | -39.4% |
| 5Y | -40.3% | +27.4% | -67.6% | -45.4% |
| 10Y | -37.0% | +164.8% | -201.8% | -52.7% |
| All | +601.8% | +6,115.6% | -5,513.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling