+23.5%
APD vs SGI
-33.4%
+56.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +3.8% | -5.3% | +9.1% | +4.1% |
| 30D | +8.2% | -2.1% | +10.3% | +8.4% |
| 3M | +4.3% | -8.2% | +12.5% | +4.6% |
| 6M | +4.7% | -4.6% | +9.3% | +5.0% |
| YTD | +31.5% | -31.5% | +63.0% | +33.0% |
| 1Y | +23.5% | -30.8% | +54.4% | +23.0% |
| All | +23.5% | -33.4% | +56.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling