+447.8%
SN vs APD
+13.6%
+434.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +1.5% | +3.8% | -2.3% | -0.2% |
| 30D | +21.5% | +8.2% | +13.3% | +17.3% |
| 3M | +20.0% | +4.3% | +15.8% | +17.7% |
| 6M | +119.9% | +4.7% | +115.2% | +114.6% |
| YTD | +102.3% | +31.5% | +70.8% | +74.0% |
| 1Y | +148.0% | +23.5% | +124.5% | +119.8% |
| 3Y | +450.0% | +29.1% | +420.9% | +381.1% |
| All | +447.8% | +13.6% | +434.2% | +470.1% |
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