+5.6%
APD vs SPXU
-37.3%
+42.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | -4.6% | +1.3% | -5.9% | -4.5% |
| 30D | -4.2% | +5.1% | -9.3% | -3.9% |
| 3M | +5.0% | -9.1% | +14.1% | +4.5% |
| 6M | +8.9% | -29.6% | +38.5% | +7.0% |
| YTD | +21.9% | -27.7% | +49.6% | +20.3% |
| 1Y | +5.6% | -37.0% | +42.5% | -3.2% |
| All | +5.6% | -37.3% | +42.9% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling