+15,232.8%
CAH vs APD
+6,115.6%
+9,117.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +5.4% | -2.2% | +7.6% | +6.1% |
| 30D | +3.3% | +2.1% | +1.2% | +2.6% |
| 3M | +22.8% | +7.2% | +15.6% | +19.8% |
| 6M | +11.3% | +11.2% | 0.0% | +7.2% |
| YTD | +21.1% | +24.4% | -3.3% | +12.3% |
| 1Y | +67.2% | +6.7% | +60.6% | +61.7% |
| 3Y | +195.6% | +9.2% | +186.4% | +176.3% |
| 5Y | +413.8% | +27.4% | +386.5% | +350.3% |
| 10Y | +309.6% | +164.8% | +144.7% | +181.9% |
| All | +15,232.8% | +6,115.6% | +9,117.1% | +3,520.7% |
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