+57.0%
APD vs SITM
+3,535.1%
-3,478.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.4% |
| 7D | -1.2% | +17.2% | -18.3% | -2.8% |
| 30D | +11.0% | -17.1% | +28.1% | +12.3% |
| 3M | +2.6% | -29.2% | +31.7% | +4.8% |
| 6M | +4.8% | -47.6% | +52.4% | +9.1% |
| YTD | +31.0% | +33.8% | -2.8% | +22.0% |
| 1Y | +23.4% | +54.1% | -30.7% | +12.8% |
| 3Y | +28.4% | +337.6% | -309.2% | -0.8% |
| 5Y | +15.2% | +89.7% | -74.5% | -8.7% |
| All | +57.0% | +3,535.1% | -3,478.1% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling