+27.9%
APD vs SGI
+60.4%
-32.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | +8.5% | -10.8% | -4.0% |
| 30D | +2.1% | +0.7% | +1.4% | +1.8% |
| 3M | +7.2% | +0.6% | +6.6% | +6.5% |
| 6M | +11.2% | -17.9% | +29.2% | +15.1% |
| YTD | +24.4% | -21.2% | +45.6% | +29.3% |
| 1Y | +6.7% | -18.9% | +25.5% | +9.9% |
| 3Y | +9.2% | +52.6% | -43.4% | -4.5% |
| All | +27.9% | +60.4% | -32.4% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling