+186.4%
COP vs APD
+27.6%
+158.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +3.0% | -2.2% | +5.2% | +3.7% |
| 30D | +17.5% | +2.1% | +15.4% | +16.7% |
| 3M | +13.4% | +7.2% | +6.2% | +10.5% |
| 6M | +17.7% | +11.2% | +6.5% | +13.2% |
| YTD | +46.6% | +24.4% | +22.2% | +35.7% |
| 1Y | +44.6% | +6.7% | +37.9% | +40.4% |
| 3Y | +20.7% | +9.2% | +11.5% | +14.9% |
| All | +186.4% | +27.6% | +158.8% | +150.5% |
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