+10.0%
APD vs SPG
+74.6%
-64.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -3.7% | +4.9% | -8.6% | -5.4% |
| 30D | +9.6% | +15.6% | -6.0% | +3.6% |
| 3M | +1.6% | +4.1% | -2.4% | 0.0% |
| 6M | +2.2% | +13.6% | -11.4% | -3.3% |
| YTD | +25.9% | +27.5% | -1.7% | +13.1% |
| 1Y | +20.1% | +32.2% | -12.1% | +6.4% |
| 3Y | +12.4% | +126.0% | -113.6% | -21.8% |
| All | +10.0% | +74.6% | -64.6% | -23.4% |
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 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