+1,641.2%
APD vs SPYG
+524.9%
+1,116.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.0% |
| 7D | -0.2% | -1.9% | +1.7% | +1.1% |
| 30D | +11.0% | -9.2% | +20.2% | +18.5% |
| 3M | +2.0% | -6.8% | +8.8% | +6.7% |
| 6M | +7.1% | -2.6% | +9.6% | +7.7% |
| YTD | +29.8% | +7.5% | +22.3% | +20.5% |
| 1Y | +24.0% | +6.7% | +17.4% | +15.5% |
| 3Y | +27.2% | +90.1% | -62.9% | -25.8% |
| 5Y | +12.8% | +69.2% | -56.5% | -29.7% |
| 10Y | +185.0% | +391.9% | -206.9% | -23.8% |
| All | +1,641.2% | +524.9% | +1,116.3% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling