+16,954.0%
CAH vs APD
+6,318.0%
+10,636.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +7.8% | -1.6% | +9.4% | +8.3% |
| 30D | +15.5% | +10.6% | +4.9% | +11.9% |
| 3M | +16.3% | +2.5% | +13.8% | +15.2% |
| 6M | +50.0% | +6.0% | +44.1% | +46.6% |
| YTD | +34.7% | +28.4% | +6.3% | +23.6% |
| 1Y | +35.9% | +22.2% | +13.8% | +26.3% |
| 3Y | +178.5% | +26.6% | +151.9% | +149.3% |
| 5Y | +515.7% | +11.8% | +503.9% | +463.3% |
| 10Y | +421.5% | +187.8% | +233.7% | +249.7% |
| All | +16,954.0% | +6,318.0% | +10,636.0% | +3,883.0% |
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