+187.8%
APD vs SFM
+146.8%
+41.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.9% |
| 7D | -1.6% | -10.2% | +8.7% | -0.2% |
| 30D | +10.6% | -23.9% | +34.5% | +13.8% |
| 3M | +2.5% | -42.3% | +44.8% | +9.2% |
| 6M | +6.0% | -40.1% | +46.1% | +12.0% |
| YTD | +28.4% | -37.8% | +66.2% | +34.4% |
| 1Y | +22.2% | -37.1% | +59.2% | +27.5% |
| 3Y | +26.6% | +21.5% | +5.0% | +16.6% |
| 5Y | +11.8% | +103.8% | -92.0% | -6.7% |
| 10Y | +187.8% | +142.0% | +45.8% | +126.4% |
| All | +187.8% | +146.8% | +41.0% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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