+15.8%
APD vs SM
+5.1%
+10.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.8% | -0.3% |
| 7D | +2.2% | +10.6% | -8.4% | +0.9% |
| 30D | +9.4% | -15.0% | +24.4% | +11.2% |
| 3M | +4.7% | +1.7% | +3.0% | +3.8% |
| 6M | +5.5% | +5.9% | -0.4% | +3.5% |
| YTD | +31.4% | +79.0% | -47.6% | +19.1% |
| 1Y | +24.1% | +84.7% | -60.6% | +12.0% |
| 3Y | +28.8% | -3.5% | +32.2% | +21.9% |
| 5Y | +15.8% | +4.9% | +10.8% | +8.1% |
| All | +15.8% | +5.1% | +10.7% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling