+4,492.0%
COP vs APD
+6,115.6%
-1,623.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +3.0% | -2.2% | +5.2% | +3.9% |
| 30D | +17.5% | +2.1% | +15.4% | +16.4% |
| 3M | +13.4% | +7.2% | +6.2% | +9.6% |
| 6M | +17.7% | +11.2% | +6.5% | +11.9% |
| YTD | +46.6% | +24.4% | +22.2% | +32.8% |
| 1Y | +44.6% | +6.7% | +37.9% | +38.6% |
| 3Y | +20.7% | +9.2% | +11.5% | +11.5% |
| 5Y | +185.0% | +27.4% | +157.7% | +143.1% |
| 10Y | +347.0% | +164.8% | +182.2% | +187.6% |
| All | +4,492.0% | +6,115.6% | -1,623.7% | +1,290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling