+2,940.7%
APD vs SM
+1,608.3%
+1,332.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +2.1% | +26.3% | -24.2% | -0.8% |
| 3M | +7.2% | +8.7% | -1.5% | +5.6% |
| 6M | +11.2% | +51.7% | -40.4% | +4.8% |
| YTD | +24.4% | +99.0% | -74.7% | +13.2% |
| 1Y | +6.7% | +34.6% | -27.9% | +1.3% |
| 3Y | +9.2% | -7.8% | +17.0% | +6.2% |
| 5Y | +27.4% | +104.8% | -77.4% | +8.6% |
| 10Y | +164.8% | +7.2% | +157.6% | +86.4% |
| All | +2,940.7% | +1,608.3% | +1,332.4% | +1,306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling