+163.7%
APD vs SFM
+293.3%
-129.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.3% |
| 7D | -2.5% | -5.8% | +3.3% | -1.8% |
| 30D | -1.9% | -11.4% | +9.5% | -0.4% |
| 3M | +8.2% | -12.2% | +20.4% | +9.8% |
| 6M | +10.7% | -5.2% | +15.9% | +10.7% |
| YTD | +22.9% | -4.5% | +27.4% | +22.5% |
| 1Y | +5.8% | -45.4% | +51.2% | +13.4% |
| 3Y | +7.8% | +91.1% | -83.3% | -5.6% |
| 5Y | +26.1% | +226.8% | -200.7% | 0.0% |
| 10Y | +163.7% | +291.9% | -128.2% | +96.1% |
| All | +163.7% | +293.3% | -129.6% | +96.1% |
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