+146.7%
CI vs APD
+165.5%
-18.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +1.3% | -2.2% | +3.5% | +2.2% |
| 30D | +4.4% | +2.1% | +2.3% | +3.5% |
| 3M | +0.7% | +7.2% | -6.5% | -2.5% |
| 6M | +0.3% | +11.2% | -10.9% | -4.4% |
| YTD | +3.8% | +24.4% | -20.6% | -5.9% |
| 1Y | -5.5% | +6.7% | -12.2% | -9.1% |
| 3Y | +8.1% | +9.2% | -1.1% | -0.7% |
| 5Y | +42.8% | +27.4% | +15.4% | +17.9% |
| All | +146.7% | +165.5% | -18.8% | +35.1% |
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