+192.8%
APD vs SPG
+114.5%
+78.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.2% | +3.1% | -0.9% | +1.4% |
| 30D | +9.4% | +16.4% | -7.0% | +5.6% |
| 3M | +4.7% | +7.1% | -2.4% | +3.0% |
| 6M | +5.5% | +16.1% | -10.6% | +1.7% |
| YTD | +31.4% | +30.4% | +1.0% | +23.0% |
| 1Y | +24.1% | +33.0% | -8.9% | +15.7% |
| 3Y | +28.8% | +134.6% | -105.9% | +5.1% |
| 5Y | +15.8% | +84.9% | -69.1% | -2.3% |
| All | +192.8% | +114.5% | +78.3% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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