+167.3%
APD vs SNY
+64.5%
+102.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.3% | -3.3% | +0.1% | -2.2% |
| 30D | -4.2% | -2.2% | -2.0% | -3.5% |
| 3M | +5.4% | -3.0% | +8.5% | +6.1% |
| 6M | +6.3% | +2.7% | +3.5% | +4.7% |
| YTD | +20.3% | -6.8% | +27.2% | +22.2% |
| 1Y | +1.6% | -5.3% | +6.8% | +2.5% |
| 3Y | +4.0% | -9.8% | +13.8% | +3.9% |
| 5Y | +23.3% | +9.7% | +13.7% | +11.3% |
| All | +167.3% | +64.5% | +102.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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