+336.7%
COP vs APD
+191.9%
+144.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.4% | +3.8% | +0.6% | +2.3% |
| 30D | 0.0% | +8.2% | -8.2% | -4.2% |
| 3M | +15.0% | +4.3% | +10.7% | +12.2% |
| 6M | +22.0% | +4.7% | +17.3% | +18.0% |
| YTD | +55.3% | +31.5% | +23.8% | +32.2% |
| 1Y | +64.1% | +23.5% | +40.6% | +44.0% |
| 3Y | +34.1% | +29.1% | +5.0% | +9.5% |
| 5Y | +133.4% | +15.9% | +117.5% | +98.1% |
| All | +336.7% | +191.9% | +144.8% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling