+229.3%
SAP vs APD
+187.5%
+41.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.0% |
| 30D | +7.5% | +11.0% | -3.6% | +3.0% |
| 3M | +11.6% | +2.6% | +9.1% | +10.4% |
| 6M | +37.6% | +4.8% | +32.8% | +34.3% |
| YTD | -2.0% | +31.0% | -32.9% | -13.6% |
| 1Y | -6.4% | +23.4% | -29.8% | -15.6% |
| 3Y | +67.7% | +28.4% | +39.3% | +43.3% |
| 5Y | +75.7% | +15.2% | +60.5% | +54.0% |
| 10Y | +229.3% | +190.7% | +38.7% | +68.2% |
| All | +229.3% | +187.5% | +41.8% | +68.2% |
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