+44.6%
COP vs APD
+6.0%
+38.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | +17.5% | +2.1% | +15.4% | +17.1% |
| 3M | +13.4% | +7.2% | +6.2% | +12.1% |
| 6M | +17.7% | +11.2% | +6.5% | +15.8% |
| YTD | +46.6% | +24.4% | +22.2% | +42.6% |
| 1Y | +44.6% | +6.7% | +37.9% | +34.4% |
| All | +44.6% | +6.0% | +38.6% | +34.4% |
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