-25.4%
CLF vs APD
+27.3%
-52.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +6.1% |
| 7D | -14.1% | -1.6% | -12.5% | -13.4% |
| 30D | -5.5% | +10.6% | -16.1% | -9.8% |
| 3M | 0.0% | +2.5% | -2.5% | -1.2% |
| 6M | +11.3% | +6.0% | +5.3% | +8.1% |
| YTD | -7.7% | +28.4% | -36.1% | -18.5% |
| 1Y | +17.5% | +22.2% | -4.6% | +5.8% |
| 3Y | -25.4% | +26.6% | -52.0% | -29.5% |
| All | -25.4% | +27.3% | -52.7% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling