+36.4%
CAH vs APD
+23.5%
+12.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +9.4% | -0.2% | +9.7% | +9.4% |
| 30D | +16.5% | +11.0% | +5.5% | +15.8% |
| 3M | +17.0% | +2.0% | +15.0% | +16.8% |
| 6M | +51.4% | +7.1% | +44.3% | +50.5% |
| YTD | +36.0% | +29.8% | +6.2% | +34.2% |
| All | +36.4% | +23.5% | +12.9% | +34.6% |
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 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