+163.7%
APD vs SGI
+261.3%
-97.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -2.5% | +9.3% | -11.8% | -4.0% |
| 30D | -1.9% | +6.9% | -8.8% | -3.1% |
| 3M | +8.2% | +2.8% | +5.4% | +7.3% |
| 6M | +10.7% | -12.6% | +23.3% | +12.2% |
| YTD | +22.9% | -21.5% | +44.4% | +26.5% |
| 1Y | +5.8% | -18.8% | +24.5% | +8.2% |
| 3Y | +7.8% | +60.8% | -53.1% | -2.9% |
| 5Y | +26.1% | +60.0% | -33.9% | +10.1% |
| 10Y | +163.7% | +267.8% | -104.1% | +93.1% |
| All | +163.7% | +261.3% | -97.6% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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