+47.9%
SO vs APD
+11.7%
+36.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -1.5% | -3.7% | +2.2% | -1.0% |
| 30D | +8.1% | +9.6% | -1.5% | +6.8% |
| 3M | +0.2% | +1.6% | -1.4% | -0.1% |
| 6M | +0.4% | +2.2% | -1.8% | 0.0% |
| YTD | +8.5% | +25.9% | -17.4% | +4.8% |
| 1Y | +4.9% | +20.1% | -15.2% | +2.0% |
| 3Y | +47.9% | +12.4% | +35.5% | +41.8% |
| All | +47.9% | +11.7% | +36.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling