+132.2%
COP vs APD
+16.4%
+115.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | +3.8% | +0.6% | +3.2% |
| 30D | 0.0% | +8.2% | -8.2% | -2.6% |
| 3M | +15.0% | +4.3% | +10.7% | +13.4% |
| 6M | +22.0% | +4.7% | +17.3% | +19.8% |
| YTD | +55.3% | +31.5% | +23.8% | +41.2% |
| 1Y | +64.1% | +23.5% | +40.6% | +52.0% |
| 3Y | +34.1% | +29.1% | +5.0% | +20.3% |
| All | +132.2% | +16.4% | +115.8% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling