+214.8%
SAP vs APD
+185.9%
+28.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | -0.7% | -3.7% | +3.0% | +0.8% |
| 30D | +11.1% | +9.6% | +1.5% | +7.1% |
| 3M | +17.0% | +1.6% | +15.4% | +16.1% |
| 6M | +34.8% | +2.2% | +32.7% | +32.9% |
| YTD | -2.2% | +25.9% | -28.1% | -12.4% |
| 1Y | -6.4% | +20.1% | -26.6% | -14.8% |
| 3Y | +75.1% | +12.4% | +62.7% | +58.3% |
| 5Y | +69.8% | +11.1% | +58.7% | +51.0% |
| All | +214.8% | +185.9% | +28.9% | +69.0% |
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