+2,928.3%
APD vs SPG
+5,805.1%
-2,876.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -3.7% | +4.9% | -8.6% | -5.0% |
| 30D | +9.6% | +15.6% | -6.0% | +5.0% |
| 3M | +1.6% | +4.1% | -2.4% | +0.4% |
| 6M | +2.2% | +13.6% | -11.4% | -1.9% |
| YTD | +25.9% | +27.5% | -1.7% | +16.5% |
| 1Y | +20.1% | +32.2% | -12.1% | +10.0% |
| 3Y | +12.4% | +126.0% | -113.6% | -12.8% |
| 5Y | +11.1% | +74.7% | -63.6% | -8.4% |
| 10Y | +190.1% | +112.8% | +77.3% | +102.9% |
| All | +2,928.3% | +5,805.1% | -2,876.8% | +709.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling