+12.4%
APD vs SPY
+75.1%
-62.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.2% |
| 30D | +9.6% | -5.4% | +15.0% | +12.9% |
| 3M | +1.6% | -4.1% | +5.7% | +3.8% |
| 6M | +2.2% | +0.7% | +1.5% | +1.3% |
| YTD | +25.9% | +8.7% | +17.2% | +18.9% |
| 1Y | +20.1% | +10.9% | +9.3% | +11.9% |
| 3Y | +12.4% | +75.0% | -62.6% | -23.4% |
| All | +12.4% | +75.1% | -62.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling