+2,959.7%
APD vs SUI
+4,037.5%
-1,077.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -2.2% | -2.8% | +0.6% | -1.2% |
| 30D | +2.1% | -1.2% | +3.3% | +2.5% |
| 3M | +7.2% | -1.7% | +8.9% | +7.7% |
| 6M | +11.2% | -10.5% | +21.7% | +15.4% |
| YTD | +24.4% | -1.8% | +26.2% | +24.6% |
| 1Y | +6.7% | -4.1% | +10.7% | +7.7% |
| 3Y | +9.2% | +11.3% | -2.0% | +3.0% |
| 5Y | +27.4% | -32.1% | +59.5% | +41.2% |
| 10Y | +164.8% | +110.4% | +54.4% | +89.6% |
| All | +2,959.7% | +4,037.5% | -1,077.8% | +802.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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