+56.4%
SAP vs APD
+27.6%
+28.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | +9.0% | +2.1% | +6.9% | +8.3% |
| 3M | +14.9% | +7.2% | +7.8% | +12.5% |
| 6M | +11.9% | +11.2% | +0.6% | +7.7% |
| YTD | -9.9% | +24.4% | -34.3% | -16.6% |
| 1Y | -19.5% | +6.7% | -26.2% | -21.7% |
| 3Y | +61.8% | +9.2% | +52.6% | +53.7% |
| All | +56.4% | +27.6% | +28.8% | +21.3% |
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