+491.1%
COR vs APD
+191.9%
+299.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +7.6% | +3.8% | +3.8% | +6.3% |
| 30D | +6.8% | +8.2% | -1.4% | +4.1% |
| 3M | +16.0% | +4.3% | +11.8% | +14.4% |
| 6M | +41.0% | +4.7% | +36.3% | +38.5% |
| YTD | +6.9% | +31.5% | -24.6% | -3.0% |
| 1Y | -1.0% | +23.5% | -24.5% | -8.6% |
| 3Y | +84.6% | +29.1% | +55.5% | +61.8% |
| 5Y | +203.3% | +15.9% | +187.4% | +171.3% |
| All | +491.1% | +191.9% | +299.2% | +255.5% |
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 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