+52.5%
SOXX vs APD
+36.4%
+16.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -2.9% |
| 7D | -13.7% | +3.8% | -17.5% | -13.3% |
| 30D | -23.6% | +14.1% | -37.7% | -22.6% |
| 3M | -16.9% | +8.2% | -25.1% | -16.2% |
| 6M | -2.4% | +7.5% | -10.0% | -2.3% |
| YTD | +49.8% | +31.7% | +18.2% | +54.8% |
| 1Y | +52.5% | +35.1% | +17.4% | +59.3% |
| All | +52.5% | +36.4% | +16.2% | +59.3% |
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