+236.6%
SAP vs APD
+191.9%
+44.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +3.8% | -3.2% | -0.9% |
| 30D | +6.5% | +8.2% | -1.7% | +3.2% |
| 3M | +12.2% | +4.3% | +8.0% | +10.2% |
| 6M | +46.1% | +4.7% | +41.4% | +42.7% |
| YTD | -1.6% | +31.5% | -33.2% | -13.5% |
| 1Y | -5.1% | +23.5% | -28.7% | -14.5% |
| 3Y | +68.4% | +29.1% | +39.2% | +43.5% |
| 5Y | +79.4% | +15.9% | +63.5% | +56.9% |
| All | +236.6% | +191.9% | +44.7% | +74.9% |
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