-1.3%
CMS vs APD
+6.0%
-7.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | -3.6% | +2.1% | -5.7% | -3.7% |
| 3M | -1.9% | +7.2% | -9.1% | -2.1% |
| 6M | -11.0% | +11.2% | -22.2% | -11.3% |
| YTD | +0.2% | +24.4% | -24.2% | -1.1% |
| 1Y | -1.3% | +6.7% | -8.0% | -0.4% |
| All | -1.3% | +6.0% | -7.4% | -0.4% |
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 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