+78.8%
SAP vs APD
+15.4%
+63.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.9% | +2.2% | -6.1% | -4.4% |
| 30D | +6.5% | +9.4% | -2.9% | +3.9% |
| 3M | +14.7% | +4.7% | +10.0% | +13.1% |
| 6M | +39.9% | +5.5% | +34.4% | +37.5% |
| YTD | -2.0% | +31.4% | -33.4% | -10.5% |
| 1Y | -6.0% | +24.1% | -30.1% | -12.7% |
| 3Y | +67.7% | +28.8% | +38.9% | +50.4% |
| 5Y | +78.8% | +15.8% | +63.0% | +53.6% |
| All | +78.8% | +15.4% | +63.3% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling