+11.5%
APD vs SFM
+107.8%
-96.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +2.1% | -4.4% | +6.5% | +2.4% |
| 3M | +7.2% | +1.5% | +5.7% | +6.8% |
| 6M | +11.2% | +6.5% | +4.8% | +10.1% |
| YTD | +24.4% | +2.2% | +22.2% | +23.6% |
| 1Y | +6.7% | -41.9% | +48.6% | +13.4% |
| All | +11.5% | +107.8% | -96.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling