+7.8%
APD vs SPYG
+100.8%
-93.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | -1.9% | -1.6% | -0.3% | -1.4% |
| 3M | +8.2% | +3.4% | +4.9% | +6.9% |
| 6M | +10.7% | +18.9% | -8.1% | +4.0% |
| YTD | +22.9% | +13.8% | +9.1% | +17.2% |
| 1Y | +5.8% | +20.6% | -14.8% | -1.7% |
| 3Y | +7.8% | +100.5% | -92.7% | -21.0% |
| All | +7.8% | +100.8% | -93.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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