+18.3%
APD vs SPG
+84.0%
-65.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.8% | +2.0% | +1.8% | +3.0% |
| 30D | +8.2% | +17.2% | -9.0% | +1.7% |
| 3M | +4.3% | +6.3% | -2.0% | +1.7% |
| 6M | +4.7% | +18.7% | -14.0% | -2.6% |
| YTD | +31.5% | +30.1% | +1.5% | +17.3% |
| 1Y | +23.5% | +32.8% | -9.2% | +9.3% |
| 3Y | +29.1% | +133.6% | -104.5% | -11.6% |
| All | +18.3% | +84.0% | -65.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling