+57.5%
APD vs SITM
+3,519.6%
-3,462.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | +32.5% | -30.4% | -0.6% |
| 30D | +9.4% | -18.8% | +28.3% | +10.9% |
| 3M | +4.7% | -30.9% | +35.5% | +7.2% |
| 6M | +5.5% | -44.5% | +49.9% | +9.1% |
| YTD | +31.4% | +33.2% | -1.8% | +22.4% |
| 1Y | +24.1% | +53.8% | -29.7% | +13.5% |
| 3Y | +28.8% | +335.7% | -306.9% | -0.4% |
| 5Y | +15.8% | +84.6% | -68.9% | -8.0% |
| All | +57.5% | +3,519.6% | -3,462.1% | -25.3% |
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