+45.3%
APD vs SITM
+4,532.8%
-4,487.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -3.5% | +4.8% | -8.3% | -3.9% |
| 30D | -5.1% | -9.7% | +4.7% | -4.4% |
| 3M | +6.9% | -9.3% | +16.2% | +6.6% |
| 6M | +8.1% | +69.5% | -61.4% | -0.1% |
| YTD | +21.2% | +70.5% | -49.3% | +11.3% |
| 1Y | +4.9% | +145.3% | -140.4% | -8.1% |
| 3Y | +6.3% | +432.8% | -426.5% | -18.7% |
| 5Y | +24.3% | +174.0% | -149.8% | -5.1% |
| All | +45.3% | +4,532.8% | -4,487.6% | -32.0% |
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