+26.4%
APD vs SPYG
+84.6%
-58.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -1.9% | -1.6% | -0.3% | -1.2% |
| 3M | +8.2% | +3.4% | +4.9% | +6.3% |
| 6M | +10.7% | +18.9% | -8.1% | +1.3% |
| YTD | +22.9% | +13.8% | +9.1% | +14.8% |
| 1Y | +5.8% | +20.6% | -14.8% | -4.4% |
| 3Y | +7.8% | +100.5% | -92.7% | -27.9% |
| All | +26.4% | +84.6% | -58.2% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling