+321.8%
APD vs SFM
+40.3%
+281.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.9% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | +9.6% | -24.8% | +34.4% | +12.9% |
| 3M | +1.6% | -43.7% | +45.3% | +8.4% |
| 6M | +2.2% | -37.3% | +39.4% | +7.2% |
| YTD | +25.9% | -38.4% | +64.2% | +31.7% |
| 1Y | +20.1% | -36.9% | +57.1% | +25.2% |
| 3Y | +12.4% | +20.7% | -8.3% | +4.6% |
| 5Y | +11.1% | +103.5% | -92.4% | -5.6% |
| 10Y | +190.1% | +139.7% | +50.4% | +131.5% |
| All | +321.8% | +40.3% | +281.6% | +266.9% |
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 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