+194.9%
SO vs APD
+187.0%
+7.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.7% | +11.0% | -2.3% | +4.8% |
| 3M | +3.4% | +1.3% | +2.1% | +2.7% |
| 6M | +3.7% | +6.4% | -2.6% | +1.0% |
| YTD | +10.0% | +28.9% | -18.9% | -0.6% |
| 1Y | +6.6% | +23.2% | -16.6% | -2.4% |
| 3Y | +52.5% | +26.3% | +26.2% | +33.6% |
| 5Y | +76.1% | +12.0% | +64.0% | +59.2% |
| 10Y | +194.9% | +183.2% | +11.7% | +88.8% |
| All | +194.9% | +187.0% | +7.9% | +88.8% |
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