+2,542.1%
SAP vs APD
+2,350.5%
+191.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.8% |
| 7D | +4.0% | -0.7% | +4.8% | +4.4% |
| 30D | +15.7% | +10.1% | +5.6% | +10.6% |
| 3M | +23.4% | +4.9% | +18.5% | +20.5% |
| 6M | +41.3% | +2.5% | +38.8% | +38.5% |
| YTD | +2.0% | +27.8% | -25.8% | -10.5% |
| 1Y | -5.1% | +32.9% | -38.0% | -18.9% |
| 3Y | +82.1% | +13.4% | +68.8% | +61.3% |
| 5Y | +77.2% | +12.8% | +64.3% | +54.9% |
| 10Y | +233.6% | +194.6% | +39.1% | +76.5% |
| All | +2,542.1% | +2,350.5% | +191.6% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling