+222.9%
SAP vs APD
+192.6%
+30.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +1.6% | -1.6% | +3.2% | +2.3% |
| 30D | +10.5% | +10.6% | -0.1% | +6.2% |
| 3M | +15.2% | +2.5% | +12.6% | +13.9% |
| 6M | +36.7% | +6.0% | +30.7% | +32.7% |
| YTD | -0.6% | +28.4% | -29.0% | -11.7% |
| 1Y | -4.1% | +22.2% | -26.3% | -13.2% |
| 3Y | +73.2% | +26.6% | +46.7% | +48.8% |
| 5Y | +74.1% | +11.8% | +62.3% | +54.7% |
| 10Y | +222.9% | +187.8% | +35.2% | +70.4% |
| All | +222.9% | +192.6% | +30.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling