+57.6%
APD vs SITM
+3,319.5%
-3,261.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.6% |
| 7D | +3.8% | +6.6% | -2.8% | +3.2% |
| 30D | +8.2% | -15.3% | +23.5% | +9.3% |
| 3M | +4.3% | -35.4% | +39.7% | +7.4% |
| 6M | +4.7% | -46.8% | +51.5% | +8.7% |
| YTD | +31.5% | +25.9% | +5.7% | +23.1% |
| 1Y | +23.5% | +54.0% | -30.5% | +12.8% |
| 3Y | +29.1% | +315.6% | -286.5% | +0.2% |
| 5Y | +15.9% | +74.4% | -58.5% | -7.4% |
| All | +57.6% | +3,319.5% | -3,261.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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