+515.7%
CAH vs APD
+12.1%
+503.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | +7.8% | -1.6% | +9.4% | +8.1% |
| 30D | +15.5% | +10.6% | +4.9% | +13.5% |
| 3M | +16.3% | +2.5% | +13.8% | +15.8% |
| 6M | +50.0% | +6.0% | +44.1% | +48.2% |
| YTD | +34.7% | +28.4% | +6.3% | +28.3% |
| 1Y | +35.9% | +22.2% | +13.8% | +30.5% |
| 3Y | +178.5% | +26.6% | +151.9% | +161.9% |
| 5Y | +515.7% | +11.8% | +503.9% | +496.4% |
| All | +515.7% | +12.1% | +503.5% | +496.4% |
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 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