+47.7%
CI vs APD
+11.0%
+36.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -1.6% | -3.7% | +2.1% | -0.6% |
| 30D | +5.4% | +9.6% | -4.2% | +3.2% |
| 3M | +7.3% | +1.6% | +5.6% | +6.8% |
| 6M | +5.3% | +2.2% | +3.1% | +4.6% |
| YTD | +8.5% | +25.9% | -17.4% | +2.1% |
| 1Y | +17.1% | +20.1% | -3.0% | +11.3% |
| 3Y | +1.4% | +12.4% | -11.0% | -3.1% |
| All | +47.7% | +11.0% | +36.7% | +40.4% |
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