+166.9%
APD vs SPG
+59.7%
+107.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.2% | -2.4% | +0.2% | -1.7% |
| 30D | +2.1% | -6.8% | +8.9% | +3.7% |
| 3M | +7.2% | +2.7% | +4.5% | +6.3% |
| 6M | +11.2% | +5.5% | +5.8% | +9.5% |
| YTD | +24.4% | +15.7% | +8.7% | +19.7% |
| 1Y | +6.7% | +20.9% | -14.2% | +1.6% |
| 3Y | +9.2% | +112.4% | -103.1% | -8.7% |
| 5Y | +27.4% | +101.4% | -74.0% | +6.4% |
| All | +166.9% | +59.7% | +107.2% | +146.4% |
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