+20.2%
CLF vs APD
+36.4%
-16.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.9% | -11.1% | -9.4% |
| 7D | -7.9% | +3.8% | -11.7% | -8.3% |
| 30D | +5.2% | +14.1% | -8.9% | +3.3% |
| 3M | +4.3% | +8.2% | -3.9% | +3.1% |
| 6M | +25.3% | +7.5% | +17.7% | +23.4% |
| YTD | -3.3% | +31.7% | -35.0% | -2.6% |
| 1Y | +20.2% | +35.1% | -14.8% | +23.6% |
| All | +20.2% | +36.4% | -16.1% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling