+26.1%
APD vs SPXS
-85.9%
+112.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -0.8% |
| 7D | -2.5% | -1.5% | -0.9% | -2.8% |
| 30D | -1.9% | +3.7% | -5.6% | -1.0% |
| 3M | +8.2% | -9.6% | +17.8% | +6.1% |
| 6M | +10.7% | -32.4% | +43.1% | +1.7% |
| YTD | +22.9% | -28.7% | +51.6% | +14.7% |
| 1Y | +5.8% | -38.1% | +43.9% | -4.3% |
| 3Y | +7.8% | -80.1% | +87.9% | -22.1% |
| 5Y | +26.1% | -85.9% | +112.0% | -8.3% |
| All | +26.1% | -85.9% | +112.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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