+25.7%
COP vs APD
+11.7%
+14.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -11.5% | -3.7% | -7.9% | -10.7% |
| 30D | +5.0% | +9.6% | -4.7% | +2.6% |
| 3M | +17.5% | +1.6% | +15.8% | +16.9% |
| 6M | +16.2% | +2.2% | +14.1% | +15.3% |
| YTD | +48.8% | +25.9% | +22.9% | +39.7% |
| 1Y | +64.1% | +20.1% | +44.0% | +55.6% |
| 3Y | +25.7% | +12.4% | +13.3% | +21.0% |
| All | +25.7% | +11.7% | +14.0% | +21.0% |
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