+139.0%
SN vs APD
+23.0%
+115.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +7.6% | -0.2% | +7.8% | +7.6% |
| 30D | +22.4% | +11.0% | +11.4% | +21.1% |
| 3M | +21.7% | +2.0% | +19.7% | +21.5% |
| 6M | +102.8% | +7.1% | +95.8% | +100.3% |
| YTD | +102.4% | +29.8% | +72.6% | +93.7% |
| 1Y | +139.0% | +24.0% | +114.9% | +131.2% |
| All | +139.0% | +23.0% | +115.9% | +131.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling