-1.4%
CMS vs APD
+24.7%
-26.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | +6.3% | +9.6% | -3.3% | +5.8% |
| 3M | -2.1% | +1.6% | -3.7% | -2.2% |
| 6M | -5.1% | +2.2% | -7.3% | -4.8% |
| YTD | +1.3% | +25.9% | -24.6% | -0.7% |
| 1Y | -1.4% | +20.1% | -21.5% | -2.9% |
| All | -1.4% | +24.7% | -26.1% | -2.9% |
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