+334.3%
SPGI vs APD
+192.6%
+141.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | -0.9% | -1.6% | +0.7% | -0.1% |
| 30D | +15.5% | +10.6% | +4.9% | +10.4% |
| 3M | +15.7% | +2.5% | +13.2% | +14.2% |
| 6M | +19.1% | +6.0% | +13.1% | +15.4% |
| YTD | -4.1% | +28.4% | -32.5% | -16.1% |
| 1Y | +1.2% | +22.2% | -21.0% | -9.6% |
| 3Y | +31.6% | +26.6% | +5.0% | +10.9% |
| 5Y | +12.4% | +11.8% | +0.7% | -0.8% |
| 10Y | +334.3% | +187.8% | +146.5% | +108.4% |
| All | +334.3% | +192.6% | +141.7% | +108.4% |
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