+113.9%
SOXX vs APD
+6.0%
+107.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | +2.2% | -2.2% | +4.4% | +2.1% |
| 30D | -2.0% | +2.1% | -4.1% | -2.0% |
| 3M | -13.7% | +7.2% | -20.9% | -14.1% |
| 6M | +52.4% | +11.2% | +41.1% | +52.6% |
| YTD | +72.8% | +24.4% | +48.4% | +74.5% |
| 1Y | +113.9% | +6.7% | +107.2% | +127.8% |
| All | +113.9% | +6.0% | +107.9% | +127.8% |
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 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