+142.2%
CI vs APD
+192.6%
-50.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | -0.1% |
| 7D | +0.1% | -1.6% | +1.7% | +0.8% |
| 30D | +4.7% | +10.6% | -5.9% | +0.6% |
| 3M | +5.2% | +2.5% | +2.7% | +4.1% |
| 6M | +3.8% | +6.0% | -2.2% | +0.9% |
| YTD | +9.2% | +28.4% | -19.2% | -2.3% |
| 1Y | +14.3% | +22.2% | -7.9% | +4.0% |
| 3Y | +8.4% | +26.6% | -18.1% | -6.6% |
| 5Y | +50.0% | +11.8% | +38.3% | +34.3% |
| 10Y | +142.2% | +187.8% | -45.6% | +42.5% |
| All | +142.2% | +192.6% | -50.4% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling