+75.1%
SAP vs APD
+11.7%
+63.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.9% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | +11.1% | +9.6% | +1.5% | +9.8% |
| 3M | +17.0% | +1.6% | +15.4% | +16.8% |
| 6M | +34.8% | +2.2% | +32.7% | +34.4% |
| YTD | -2.2% | +25.9% | -28.1% | -6.0% |
| 1Y | -6.4% | +20.1% | -26.6% | -9.4% |
| 3Y | +75.1% | +12.4% | +62.7% | +70.4% |
| All | +75.1% | +11.7% | +63.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling