+316.9%
APD vs SFM
+132.6%
+184.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +2.1% | -4.4% | +6.5% | +2.6% |
| 3M | +7.2% | +1.5% | +5.7% | +6.7% |
| 6M | +11.2% | +6.5% | +4.8% | +9.6% |
| YTD | +24.4% | +2.2% | +22.2% | +22.9% |
| 1Y | +6.7% | -41.9% | +48.6% | +13.1% |
| 3Y | +9.2% | +106.8% | -97.5% | -4.5% |
| 5Y | +27.4% | +231.6% | -204.2% | +2.3% |
| 10Y | +164.8% | +258.4% | -93.6% | +101.5% |
| All | +316.9% | +132.6% | +184.3% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling