+17,590.3%
COR vs APD
+2,526.6%
+15,063.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | +0.8% | -3.7% | +4.5% | +1.9% |
| 30D | +5.1% | +9.6% | -4.5% | +2.4% |
| 3M | +2.8% | +1.6% | +1.2% | +2.3% |
| 6M | +32.5% | +2.2% | +30.4% | +31.3% |
| YTD | -0.7% | +25.9% | -26.5% | -7.6% |
| 1Y | -6.7% | +20.1% | -26.8% | -12.2% |
| 3Y | +73.7% | +12.4% | +61.3% | +62.0% |
| 5Y | +177.9% | +11.1% | +166.7% | +156.5% |
| 10Y | +533.8% | +190.1% | +343.6% | +335.5% |
| All | +17,590.3% | +2,526.6% | +15,063.7% | +6,234.0% |
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