+186.1%
COR vs APD
+27.6%
+158.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +2.8% | -2.2% | +5.0% | +3.1% |
| 30D | +4.5% | +2.1% | +2.4% | +4.2% |
| 3M | +22.7% | +7.2% | +15.5% | +21.2% |
| 6M | -9.7% | +11.2% | -21.0% | -11.3% |
| YTD | -1.4% | +24.4% | -25.8% | -5.1% |
| 1Y | +13.9% | +6.7% | +7.3% | +12.3% |
| 3Y | +94.0% | +9.2% | +84.7% | +89.2% |
| All | +186.1% | +27.6% | +158.6% | +153.6% |
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