+183.2%
APD vs SM
+4.2%
+179.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.3% |
| 7D | -0.2% | -19.5% | +19.3% | +1.3% |
| 30D | +11.0% | -20.2% | +31.2% | +12.8% |
| 3M | +1.3% | -6.5% | +7.8% | +1.5% |
| 6M | +6.4% | +1.6% | +4.8% | +5.5% |
| YTD | +28.9% | +61.2% | -32.3% | +22.7% |
| 1Y | +23.2% | +65.4% | -42.1% | +17.0% |
| 3Y | +26.3% | -13.0% | +39.4% | +24.2% |
| 5Y | +12.0% | -4.3% | +16.3% | +7.4% |
| 10Y | +183.2% | +3.0% | +180.1% | +123.2% |
| All | +183.2% | +4.2% | +179.0% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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